Pacific Energy Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1138 | 4.00 | |
| 0.0000 | 0.00 | |
| 0.9676 | 950.50 | |
| 0.0634 | 14.38 |
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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