Ithaca Energy E&P Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4426 | 4.49 | |
| 0.0355 | 4.53 | |
| 0.9095 | 114.21 | |
| 0.0686 | 3.70 |
Estimation Period:
Jun 5, 2006 to Jun 2, 2017
Jun 5, 2006 to Jun 2, 2017
News Impact Curve
Volatility Forecasts
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