Samson Oil & Gas Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4150 | 6.46 | |
| 0.1067 | 9.28 | |
| 0.8438 | 163.43 | |
| 0.0990 | 4.63 |
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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