Pengrowth Energy Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8220 | 3.76 | |
| 0.1165 | 7.62 | |
| 0.8694 | 50.19 | |
| -0.0319 | -0.66 | |
| 0.0955 | 1.36 | |
| -0.1088 | -2.94 |
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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