Pengrowth Energy Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 10.52 | |
| 0.1050 | 27.41 | |
| 0.8923 | 233.76 |
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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