Pacific Energy Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 3.66 | |
| 0.0607 | 8.65 | |
| 0.9956 | 739.70 | |
| -0.0620 | -9.22 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2019
Jan 1, 1990 to Nov 15, 2019
News Impact Curve
Volatility Forecasts
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