Noble Energy Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 15.55 | |
| 0.0163 | 10.91 | |
| 0.9393 | 685.64 | |
| 0.0680 | 17.09 |
Estimation Period:
Jan 2, 1990 to Oct 2, 2020
Jan 2, 1990 to Oct 2, 2020
News Impact Curve
Volatility Forecasts
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