Aurora Oil & Gas Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1718 | 4.08 | |
| 0.1209 | 10.62 | |
| 0.8551 | 50.52 |
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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