Sino Oil And Gas Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:29.96% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5073 | 12.22 | |
| 0.0926 | 10.70 | |
| 0.8573 | 94.05 | |
| 0.1002 | 4.67 |
Estimation Period:
Jan 2, 2007 to May 30, 2025
Jan 2, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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