V-Lab
Repsol Oil & Gas Canada Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 8th, 2015:20.29% (-0.11%)
Analysis last updated: Friday, January 29, 2016 at 03:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1178 | 6.12 | |
| 0.0729 | 9.34 | |
| 0.9075 | 110.23 | |
| 0.0109 | 1.41 | |
| -0.0132 | -1.05 | |
| 0.0018 | 0.21 |
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