Pengrowth Energy Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0632 | 9.91 | |
| 0.0598 | 11.75 | |
| 0.9036 | 239.69 | |
| 0.0611 | 6.89 |
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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