Samson Oil & Gas Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8835 | 2.90 | |
| 0.1781 | 4.76 | |
| 0.6809 | 10.21 | |
| -0.7799 | -2.23 | |
| 1.2099 | 2.40 | |
| -0.6004 | -1.57 | |
| 0.6125 | 1.19 | |
| -1.0536 | -1.24 | |
| 1.5373 | 1.60 | |
| -2.1968 | -2.81 |
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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