Transocean Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:69.49% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 9.58 | |
| 0.0446 | 15.94 | |
| 0.9456 | 326.64 | |
| 0.0170 | 3.48 |
Estimation Period:
May 31, 1993 to Feb 20, 2026
May 31, 1993 to Feb 20, 2026
News Impact Curve
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