Petrofac Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3741 | 6.40 | |
| 0.0834 | 18.09 | |
| 0.8837 | 189.19 | |
| 0.8124 | 3.71 |
Estimation Period:
Oct 3, 2005 to May 30, 2025
Oct 3, 2005 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities