C&J Energy Services Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9543 | 5.81 | |
| 0.0500 | 2.43 | |
| 0.8746 | 11.23 | |
| 1.0107 | 1.60 | |
| -1.0536 | -1.07 | |
| 0.9772 | 1.43 | |
| -0.9177 | -0.98 | |
| -1.2096 | -0.54 |
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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