Aurora Oil & Gas Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0598 | -0.41 | |
| 0.1334 | 15.06 | |
| 0.8589 | 77.95 | |
| 2.6876 | 7.64 |
Estimation Period:
Jan 3, 1996 to May 23, 2014
Jan 3, 1996 to May 23, 2014
News Impact Curve
Volatility Forecasts
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