AusTex Oil Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0484 | 5.76 | |
| 0.1025 | 22.11 | |
| 0.9885 | 583.53 | |
| -0.0318 | -4.04 |
Estimation Period:
Jan 8, 2008 to Feb 2, 2018
Jan 8, 2008 to Feb 2, 2018
News Impact Curve
Volatility Forecasts
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