RSP Permian Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2688 | 7.04 | |
| 0.0076 | 1.61 | |
| 0.8928 | 137.56 | |
| 0.1394 | 7.20 |
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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