Aurora Oil & Gas Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0487 | 5.56 | |
| 0.0572 | 8.20 | |
| 0.8619 | 58.50 | |
| 0.1306 | 5.54 |
Estimation Period:
Jan 3, 1996 to May 23, 2014
Jan 3, 1996 to May 23, 2014
News Impact Curve
Volatility Forecasts
Other Aurora Oil & Gas Ltd Analyses
Other GJR-GARCH Analyses on International Equities