Bankers Petroleum Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2950 | 3.03 | |
| 0.0989 | 5.62 | |
| 0.8643 | 44.36 | |
| -0.3507 | -0.89 | |
| 0.8598 | 1.55 | |
| -0.6582 | -1.41 | |
| -0.1604 | -0.32 | |
| 1.0517 | 2.21 | |
| -1.8385 | -2.35 | |
| 2.5491 | 2.24 | |
| -3.7530 | -3.17 |
Estimation Period:
Oct 16, 2000 to Sep 30, 2016
Oct 16, 2000 to Sep 30, 2016
News Impact Curve
Volatility Forecasts
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