V-Lab
Repsol Oil & Gas Canada Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 8th, 2015:17.11% (-0.12%)
Analysis last updated: Monday, March 1, 2021 at 05:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8850 | 5.94 | |
| 0.0546 | 32.46 | |
| 0.9922 | 774.57 | |
| 6 | 9.56 |
Estimation Period:
Jan 1, 1990 to May 1, 2015
Jan 1, 1990 to May 1, 2015
Other Repsol Oil & Gas Canada Inc Analyses