Pacific Drilling S.A. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6173 | 1.82 | |
| 0.1756 | 5.84 | |
| 0.8020 | 37.80 | |
| 1.1226 | 1.05 | |
| -1.3982 | -0.83 | |
| 1.9979 | 1.72 | |
| -4.3553 | -4.29 | |
| 5.3960 | 3.73 | |
| -6.3308 | -3.72 | |
| 7.3834 | 5.76 | |
| -7.8956 | -3.52 |
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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