Diamond Offshre Drilling Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, September 4th, 2024):
1 Day
34.84%
1 Week
37.65%
1 Month
44.11%
Analysis last updated: Tuesday, March 31, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7294 | 12.79 | |
| 0.1275 | 20.41 | |
| 0.8034 | 120.00 | |
| 0.5300 | 3.51 |
Estimation Period:
Mar 30, 2022 to Aug 30, 2024
Mar 30, 2022 to Aug 30, 2024
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