AusTex Oil Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3721 | 8.79 | |
| 0.0685 | 22.18 | |
| 0.9212 | 241.85 |
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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