Rowan Cos Plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 6.03 | |
| 0.0158 | 14.71 | |
| 0.9645 | 1,019.51 | |
| 0.0378 | 14.57 |
Estimation Period:
Jan 1, 1990 to Apr 5, 2019
Jan 1, 1990 to Apr 5, 2019
News Impact Curve
Volatility Forecasts
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