V-Lab
Repsol Oil & Gas Canada Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, May 8th, 2015:19.46% (-0.51%)
Analysis last updated: Thursday, May 7, 2015 at 08:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0752 | 16.27 | |
| 0.0762 | 41.57 | |
| 0.9021 | 490.81 | |
| 0.6199 | 12.90 |
Estimation Period:
Jan 1, 1990 to May 1, 2015
Jan 1, 1990 to May 1, 2015
News Impact Curve
Volatility Forecasts
Other Repsol Oil & Gas Canada Inc Analyses