Repsol Oil & Gas Canada Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 14.45 | |
| 0.1220 | 28.04 | |
| 0.9841 | 1,239.39 | |
| -0.0453 | -13.86 |
Estimation Period:
Jan 1, 1990 to May 1, 2015
Jan 1, 1990 to May 1, 2015
News Impact Curve
Volatility Forecasts
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