V-Lab
V-Lab
Transocean Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:40.52% (+2.03%)

Analysis last updated: Wednesday, April 17, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Transocean Ltd GJR-GARCH
paramt-stat
ω0.03009.60
α0.029017.89
β0.9561758.80
γ0.02597.89
Estimation Period:
May 31, 1993 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts