Samson Oil & Gas Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1143 | 5.59 | |
| 0.7515 | 46.59 | |
| 0.0839 | 4.58 | |
| 8.7207 | 5.40 | |
| 1.0000 | 12.29 | |
| 0.0000 | 0.00 |
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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