Concho Resources LLC AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 19th, 2021):
1 Day
39.08%
1 Week
39.47%
1 Month
40.80%
Analysis last updated: Wednesday, January 20, 2021 at 02:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 4.68 | |
| 0.0754 | 30.84 | |
| 0.9005 | 314.43 | |
| 1.3663 | 17.37 |
Estimation Period:
Aug 3, 2007 to Jan 15, 2021
Aug 3, 2007 to Jan 15, 2021
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