BJ Services Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0788 | 10.58 | |
| 0.0281 | 14.31 | |
| 0.9469 | 499.16 | |
| 0.0311 | 5.89 |
Estimation Period:
Jul 19, 1990 to Apr 28, 2010
Jul 19, 1990 to Apr 28, 2010
News Impact Curve
Volatility Forecasts
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