V-Lab: Diamond Offshre Drilling Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Diamond Offshre Drilling Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:36.90% (-0.16%)

Analysis last updated: Monday, April 15, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	17.7478	9.36
$α$	0.0336	7.83
$β$	0.9990	718.71
$ν$	21	0.38

Estimation Period:
Mar 30, 2022 to Apr 12, 2024