Petrofac Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 3.21 | |
| 0.0792 | 12.61 | |
| 0.9918 | 444.54 | |
| -0.0366 | -4.10 |
Estimation Period:
Oct 3, 2005 to May 30, 2025
Oct 3, 2005 to May 30, 2025
News Impact Curve
Volatility Forecasts
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