AusTex Oil Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3210 | 7.07 | |
| 0.0428 | 8.97 | |
| 0.9300 | 258.97 | |
| 0.0366 | 3.73 |
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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