V-Lab: Nabors Industries Ltd GJR-GARCH Volatility Analysis

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V-Lab

Nabors Industries Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:47.18% (+3.32%)

Analysis last updated: Thursday, April 25, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0457	9.69
$α$	0.0200	13.40
$β$	0.9572	785.25
$γ$	0.0397	12.26

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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