Ovintiv Exploration Inc GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 11.47 | |
| 0.0108 | 7.96 | |
| 0.9580 | 612.92 | |
| 0.0495 | 14.13 |
Estimation Period:
Nov 12, 1993 to Feb 8, 2019
Nov 12, 1993 to Feb 8, 2019
News Impact Curve
Volatility Forecasts
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