Pacific Exploration and Production Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 1.90 | |
| 0.0116 | 3.66 | |
| 0.9743 | 470.69 | |
| 0.0281 | 5.08 |
Estimation Period:
Jan 1, 1990 to Apr 15, 2016
Jan 1, 1990 to Apr 15, 2016
News Impact Curve
Volatility Forecasts
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