Pacific Drilling S.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 4.63 | |
| 0.0571 | 10.75 | |
| 0.9218 | 424.22 | |
| 0.0421 | 3.80 |
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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