McDermott International Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6673 | 6.57 | |
| 0.0358 | 4.66 | |
| 0.9401 | 68.23 | |
| 0.0043 | 0.12 | |
| 0.0504 | 0.92 | |
| -0.1207 | -2.60 | |
| 0.0753 | 1.37 | |
| 0.0193 | 0.32 | |
| -0.0780 | -1.42 | |
| 0.2679 | 4.13 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2020
Jan 2, 1990 to Jun 26, 2020
News Impact Curve
Volatility Forecasts
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