Petsec Energy Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0593 | 19.50 | |
| 0.2177 | 47.17 | |
| 0.9906 | 1,281.53 | |
| -0.0003 | -0.06 |
Estimation Period:
Jan 1, 1990 to Jul 29, 2022
Jan 1, 1990 to Jul 29, 2022
News Impact Curve
Volatility Forecasts
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