V-Lab
Canadian Oil Sands Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, March 24th, 2016:30.96% (+0.73%)
Analysis last updated: Monday, March 1, 2021 at 06:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 12.47 | |
| 0.0735 | 32.75 | |
| 0.9243 | 436.22 |
Estimation Period:
Nov 30, 1995 to Mar 18, 2016
Nov 30, 1995 to Mar 18, 2016
News Impact Curve
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