C&J Energy Services Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9553 | 5.93 | |
| 0.0521 | 2.57 | |
| 0.8675 | 11.52 | |
| 1.0362 | 1.68 | |
| -1.1192 | -1.17 | |
| 1.1119 | 1.82 | |
| -1.2348 | -2.50 | |
| -0.4216 | -0.94 |
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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