V-Lab
V-Lab
Schlumberger Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:24.46% (-0.33%)

Analysis last updated: Friday, April 26, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Schlumberger Ltd GJR-GARCH
paramt-stat
ω0.02689.57
α0.018613.56
β0.9572721.84
γ0.039110.10
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts