Samson Oil & Gas Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1221 | 14.21 | |
| 0.2960 | 30.79 | |
| 0.9803 | 596.30 | |
| -0.0757 | -4.09 |
Estimation Period:
Jan 7, 2008 to Aug 14, 2020
Jan 7, 2008 to Aug 14, 2020
News Impact Curve
Volatility Forecasts
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