AusTex Oil Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9054 | 5.88 | |
| 0.0986 | 5.27 | |
| 0.8473 | 27.03 | |
| 0.0413 | 1.43 | |
| 0.0317 | 0.61 |
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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