Parker Drilling Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2795 | 15.41 | |
| 0.0318 | 15.12 | |
| 0.9207 | 387.66 | |
| 0.0552 | 10.28 |
Estimation Period:
Jan 2, 1990 to Mar 22, 2019
Jan 2, 1990 to Mar 22, 2019
News Impact Curve
Volatility Forecasts
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