North Atlantic Drilling Ltd Zero Slope Spline-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2671 | 1.53 | |
| 0.2191 | 6.31 | |
| 0.7794 | 22.64 | |
| -0.1467 | -4.10 |
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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