Continental Resources Inc/OK AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, November 22nd, 2022):
1 Day
25.81%
1 Week
27.20%
1 Month
31.88%
Analysis last updated: Monday, November 21, 2022 at 10:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 0.68 | |
| 0.0774 | 28.81 | |
| 0.9121 | 341.47 | |
| 1.4742 | 26.58 |
Estimation Period:
May 15, 2007 to Nov 18, 2022
May 15, 2007 to Nov 18, 2022
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