Enerplus Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0645 | 15.38 | |
| 0.0528 | 19.26 | |
| 0.8984 | 274.90 | |
| 0.0897 | 13.19 |
Estimation Period:
Nov 17, 2000 to May 24, 2024
Nov 17, 2000 to May 24, 2024
News Impact Curve
Volatility Forecasts
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