Lonestar Resources Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5715 | 3.97 | |
| 0.1275 | 6.24 | |
| 0.7336 | 16.01 | |
| -0.2019 | -0.92 | |
| 0.3948 | 1.24 | |
| -0.4325 | -2.04 | |
| 0.4420 | 2.44 | |
| -0.0238 | -0.14 | |
| -0.5105 | -2.16 | |
| 0.3727 | 1.01 | |
| 0.3303 | 0.80 | |
| -0.6036 | -1.39 |
Estimation Period:
Mar 20, 1997 to Jun 17, 2016
Mar 20, 1997 to Jun 17, 2016
News Impact Curve
Volatility Forecasts
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