Southwestern Energy Co MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, October 1st, 2024):
1 Day
29.69%
1 Week
30.18%
1 Month
31.87%
Analysis last updated: Monday, September 30, 2024 at 10:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0314 | 6.56 | |
| 0.9011 | 153.90 | |
| 0.0655 | 9.46 | |
| 0.0419 | 3.93 | |
| 0.0237 | 2.50 | |
| 0.9718 | 90.13 |
Estimation Period:
Jan 2, 1990 to Sep 27, 2024
Jan 2, 1990 to Sep 27, 2024
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