Abilene Oil and Gas Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5729 | 3.58 | |
| 0.0226 | 5.91 | |
| 0.9397 | 275.88 | |
| 0.0755 | 7.55 |
Estimation Period:
Jan 23, 1996 to Jan 10, 2020
Jan 23, 1996 to Jan 10, 2020
News Impact Curve
Volatility Forecasts
Other Abilene Oil and Gas Limited Analyses
Other GJR-GARCH Analyses on International Equities