Oil Search Ltd MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0347 | 10.53 | |
| 0.8782 | 149.13 | |
| 0.0807 | 12.88 | |
| 0.0108 | 4.04 | |
| 0.0249 | 6.14 | |
| 0.9738 | 213.64 |
Estimation Period:
Jan 1, 1990 to Dec 10, 2021
Jan 1, 1990 to Dec 10, 2021
News Impact Curve
Volatility Forecasts
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