RSP Permian Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0613 | 5.44 | |
| 0.1304 | 17.39 | |
| 0.9716 | 260.12 | |
| -0.0984 | -14.24 |
Estimation Period:
Jan 20, 2014 to Jul 13, 2018
Jan 20, 2014 to Jul 13, 2018
News Impact Curve
Volatility Forecasts
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