Aurora Oil & Gas Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3932 | 0.39 | |
| 0.2500 | 0.25 | |
| 0.8500 | 0.85 | |
| 0.0000 | 0.00 |
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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