V-Lab
Talos Petroleum LLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 10th, 2018:55.59% (-0.92%)
Analysis last updated: Monday, March 1, 2021 at 09:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0754 | 9.40 | |
| 0.0205 | 11.85 | |
| 0.9498 | 534.22 | |
| 0.0460 | 12.18 |
Estimation Period:
Jul 9, 1993 to May 4, 2018
Jul 9, 1993 to May 4, 2018
News Impact Curve
Volatility Forecasts
Other Talos Petroleum LLC Analyses