C&J Energy Services Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 2.30 | |
| 0.0000 | 0.00 | |
| 0.9712 | 453.43 | |
| 0.0522 | 10.67 |
Estimation Period:
Jul 29, 2011 to Dec 30, 2016
Jul 29, 2011 to Dec 30, 2016
News Impact Curve
Volatility Forecasts
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