Pengrowth Energy Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0781 | 12.12 | |
| 0.1573 | 39.24 | |
| 0.8481 | 260.47 | |
| 0.3066 | 8.23 |
Estimation Period:
Jul 27, 2004 to Jan 3, 2020
Jul 27, 2004 to Jan 3, 2020
News Impact Curve
Volatility Forecasts
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