Energy XXI Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0511 | 2.40 | |
| 0.0098 | 4.71 | |
| 0.9655 | 272.98 | |
| 0.0493 | 11.35 |
Estimation Period:
May 31, 2007 to Dec 30, 2016
May 31, 2007 to Dec 30, 2016
News Impact Curve
Volatility Forecasts
Other Energy XXI Ltd Analyses
Other GJR-GARCH Analyses on Equities