Brightoil Petroleum Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8534 | 4.87 | |
| 0.1293 | 5.15 | |
| 0.7740 | 15.75 | |
| -0.1092 | -1.16 | |
| 0.0871 | 0.61 | |
| 0.1353 | 1.66 | |
| -0.2876 | -3.31 | |
| 0.3468 | 3.07 | |
| -0.4441 | -3.09 |
Estimation Period:
Nov 16, 1995 to Oct 4, 2017
Nov 16, 1995 to Oct 4, 2017
News Impact Curve
Volatility Forecasts
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