Legacy Oil + Gas Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9676 | 3.41 | |
| 0.1127 | 3.86 | |
| 0.8447 | 24.94 | |
| 0.1757 | 0.10 | |
| -2.0513 | -0.67 | |
| 4.3928 | 1.91 | |
| -3.3968 | -2.32 | |
| 0.4643 | 0.47 | |
| 1.4640 | 1.75 | |
| -1.8440 | -1.74 |
Estimation Period:
May 1, 2006 to Jul 3, 2015
May 1, 2006 to Jul 3, 2015
News Impact Curve
Volatility Forecasts
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