Transocean Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.28% (+5.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 9.39 | |
| 0.0433 | 15.33 | |
| 0.9465 | 322.72 | |
| 0.0174 | 3.61 |
Estimation Period:
May 31, 1993 to Feb 6, 2026
May 31, 1993 to Feb 6, 2026
News Impact Curve
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