Pengrowth Energy Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0671 | 9.33 | |
| 0.1067 | 28.23 | |
| 0.8864 | 225.26 | |
| 0.4224 | 8.66 |
Estimation Period:
Jul 28, 2004 to Jun 1, 2018
Jul 28, 2004 to Jun 1, 2018
News Impact Curve
Volatility Forecasts
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