Samson Oil & Gas Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8862 | 2.93 | |
| 0.1755 | 4.89 | |
| 0.6874 | 10.94 | |
| -0.7734 | -2.22 | |
| 1.1948 | 2.38 | |
| -0.5744 | -1.51 | |
| 0.5597 | 1.10 | |
| -0.9259 | -1.11 | |
| 1.1834 | 1.33 | |
| -1.1084 | -2.23 |
Estimation Period:
Jan 7, 2008 to Aug 14, 2020
Jan 7, 2008 to Aug 14, 2020
News Impact Curve
Volatility Forecasts
Other Samson Oil & Gas Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on Depositary Receipts