New Zealand Oil & Gas Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9547 | 7.75 | |
| 0.1425 | 5.32 | |
| 0.4895 | 6.45 | |
| -0.0982 | -2.56 | |
| 0.1570 | 2.85 | |
| -0.0344 | -0.88 | |
| -0.1275 | -3.41 | |
| 0.1830 | 5.15 | |
| -0.1310 | -3.42 | |
| 0.1145 | 2.03 | |
| -0.0854 | -0.97 | |
| 0.0118 | 0.13 | |
| 0.0120 | 0.22 |
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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