Canadian Oil Sands Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 16.54 | |
| 0.1396 | 32.88 | |
| 0.9899 | 997.85 | |
| -0.0156 | -2.36 |
Estimation Period:
Nov 30, 1995 to Mar 18, 2016
Nov 30, 1995 to Mar 18, 2016
News Impact Curve
Volatility Forecasts
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