Parker Drilling Company GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2901 | 4.33 | |
| 0.0367 | 4.32 | |
| 0.9264 | 229.64 | |
| 0.0739 | 3.48 |
Estimation Period:
Apr 3, 2019 to Dec 20, 2024
Apr 3, 2019 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
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