SESI Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1023 | 16.20 | |
| 0.0352 | 15.20 | |
| 0.9344 | 649.34 | |
| 0.0500 | 11.26 |
Estimation Period:
Jul 7, 1992 to Sep 11, 2020
Jul 7, 1992 to Sep 11, 2020
News Impact Curve
Volatility Forecasts
Other SESI Holdings Inc Analyses
Other GJR-GARCH Analyses on Equities