Concho Resources LLC GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 19th, 2021):
1 Day
50.18%
1 Week
50.07%
1 Month
49.70%
Analysis last updated: Monday, March 1, 2021 at 07:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1496 | 12.85 | |
| 0.0739 | 26.65 | |
| 0.9090 | 273.23 |
Estimation Period:
Aug 3, 2007 to Jan 15, 2021
Aug 3, 2007 to Jan 15, 2021
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