Canadian Oil Sands Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 12.16 | |
| 0.0629 | 20.57 | |
| 0.9243 | 443.94 | |
| 0.0190 | 3.15 |
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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