New Zealand Oil & Gas Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8952 | 7.40 | |
| 0.1426 | 5.33 | |
| 0.4849 | 6.38 | |
| -0.1258 | -3.27 | |
| 0.1964 | 3.57 | |
| -0.0487 | -1.24 | |
| -0.1301 | -3.51 | |
| 0.1972 | 5.60 | |
| -0.1497 | -3.94 | |
| 0.1324 | 2.34 | |
| -0.1015 | -1.14 | |
| 0.0309 | 0.33 | |
| -0.0245 | -0.25 |
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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