Falcon Oil & Gas Ltd. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4784 | 3.33 | |
| 0.1551 | 1.97 | |
| 0.5688 | 2.24 | |
| 37.3744 | 1.34 | |
| -109.1287 | -2.35 | |
| 131.6209 | 3.28 | |
| -81.5446 | -3.15 |
Estimation Period:
Apr 1, 2013 to Jun 14, 2019
Apr 1, 2013 to Jun 14, 2019
News Impact Curve
Volatility Forecasts
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