Pengrowth Energy Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9145 | 4.17 | |
| 0.1612 | 7.16 | |
| 0.7456 | 24.77 | |
| 0.9848 | 1.38 | |
| -1.5588 | -1.35 | |
| 1.5104 | 2.06 | |
| -2.3704 | -5.08 | |
| 2.7220 | 6.51 | |
| -2.0934 | -5.38 | |
| 1.3248 | 3.00 | |
| -0.2990 | -0.60 | |
| -1.0030 | -2.11 | |
| 1.3931 | 2.14 |
Estimation Period:
Jul 28, 2004 to Jun 1, 2018
Jul 28, 2004 to Jun 1, 2018
News Impact Curve
Volatility Forecasts
Other Pengrowth Energy Corp Analyses
Other Spline-GARCH Analyses on Equities