V-Lab: Noble Corp GJR-GARCH Volatility Analysis

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V-Lab

Noble Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, August 18th, 2023:37.87% (-0.14%)

Analysis last updated: Thursday, August 17, 2023 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2812	5.82
$α$	0.0000	0.00
$β$	0.9384	148.20
$γ$	0.0648	4.78

Estimation Period:
Jun 10, 2021 to Aug 11, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts