North Atlantic Drilling Ltd GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7510 | 12.77 | |
| 0.1406 | 3.94 | |
| 0.8430 | 88.53 | |
| 0.0328 | 0.61 |
Estimation Period:
Jan 29, 2014 to Jun 29, 2018
Jan 29, 2014 to Jun 29, 2018
News Impact Curve
Volatility Forecasts
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