Aurora Oil & Gas Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5602 | 6.57 | |
| 0.0886 | 4.62 | |
| 0.7718 | 11.54 | |
| -0.6942 | -4.00 | |
| 1.0856 | 4.21 | |
| -0.2700 | -1.56 | |
| -0.4749 | -2.62 | |
| 0.5191 | 2.57 | |
| 0.3746 | 0.84 |
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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