Ultra Petroleum Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0975 | 11.91 | |
| 0.0440 | 13.11 | |
| 0.9253 | 350.09 | |
| 0.0469 | 7.47 |
Estimation Period:
Jan 19, 2001 to Apr 7, 2017
Jan 19, 2001 to Apr 7, 2017
News Impact Curve
Volatility Forecasts
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