Pacific Drilling S.A. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 6.32 | |
| 0.1663 | 36.47 | |
| 1.0000 | 1,200.48 | |
| -0.0275 | -3.74 |
Estimation Period:
Nov 11, 2011 to Oct 30, 2020
Nov 11, 2011 to Oct 30, 2020
News Impact Curve
Volatility Forecasts
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