New Zealand Oil & Gas Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 14.50 | |
| 0.0483 | 15.75 | |
| 0.9892 | 1,136.97 | |
| 0.0051 | 1.49 |
Estimation Period:
Jan 2, 1990 to Jun 27, 2024
Jan 2, 1990 to Jun 27, 2024
News Impact Curve
Volatility Forecasts
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