Noble Holding Corp PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 9.13 | |
| 0.0261 | 13.63 | |
| 0.9519 | 786.73 | |
| 0.0405 | 10.42 |
Estimation Period:
Jan 2, 1990 to Jul 24, 2020
Jan 2, 1990 to Jul 24, 2020
News Impact Curve
Volatility Forecasts
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