Subsea 7 SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.19% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 9.96 | |
| 0.0277 | 12.60 | |
| 0.9513 | 485.84 | |
| 0.0352 | 9.91 |
Estimation Period:
Jun 5, 1997 to Feb 13, 2026
Jun 5, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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