Continental Resources Inc/OK GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, November 22nd, 2022):
1 Day
24.39%
1 Week
25.41%
1 Month
29.02%
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 | |
|---|---|---|
| 0.1152 | 11.96 | |
| 0.0783 | 23.37 | |
| 0.9161 | 286.72 |
Estimation Period:
May 15, 2007 to Nov 18, 2022
May 15, 2007 to Nov 18, 2022
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