Repsol Oil & Gas Canada Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0852 | 20.58 | |
| 0.0731 | 39.18 | |
| 0.9095 | 492.93 |
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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