Abraxas Petroleum Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5649 | 18.09 | |
| 0.1060 | 17.26 | |
| 0.8508 | 109.43 | |
| 0.0864 | 3.15 |
Estimation Period:
Sep 20, 1991 to Jun 9, 2023
Sep 20, 1991 to Jun 9, 2023
News Impact Curve
Volatility Forecasts
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