Petrofac Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2172 | 7.85 | |
| 0.0423 | 7.19 | |
| 0.9267 | 199.00 | |
| 0.0282 | 3.05 |
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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