Pengrowth Energy Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0386 | 13.34 | |
| 0.2501 | 29.79 | |
| 0.9875 | 797.62 | |
| -0.0491 | -7.30 |
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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