Seventy Seven Energy Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0463 | 4.33 | |
| 0.0000 | 0.00 | |
| 1.0000 | 34.60 | |
| 30.6721 | 3.35 | |
| -58.5926 | -3.91 | |
| 42.1758 | 3.43 | |
| -16.0394 | -1.28 | |
| 3.3925 | 0.22 | |
| -5.1852 | -0.23 |
Estimation Period:
Jun 17, 2014 to Jul 29, 2016
Jun 17, 2014 to Jul 29, 2016
News Impact Curve
Volatility Forecasts
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