Energy XXI Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4359 | 2.11 | |
| 0.1585 | 3.72 | |
| 0.6062 | 7.36 | |
| 1.3724 | 0.73 | |
| -2.5326 | -0.95 | |
| -0.2676 | -0.15 | |
| 3.4282 | 2.08 | |
| -2.9052 | -2.34 | |
| 1.0190 | 0.90 | |
| 0.8583 | 0.56 | |
| -1.4704 | -0.83 | |
| 0.8049 | 0.67 | |
| -0.8741 | -1.78 |
Estimation Period:
May 31, 2007 to Dec 30, 2016
May 31, 2007 to Dec 30, 2016
News Impact Curve
Volatility Forecasts
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