V-Lab
Drillsearch Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 19th, 2016:99.18% (+15.85%)
Analysis last updated: Monday, March 1, 2021 at 06:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9423 | 21.98 | |
| 0.1714 | 14.94 | |
| 0.7008 | 71.61 | |
| 0.0267 | 1.27 |
Estimation Period:
Jan 3, 1996 to Feb 12, 2016
Jan 3, 1996 to Feb 12, 2016
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