Diamond Offshre Drilling Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, September 4th, 2024):
1 Day
31.03%
1 Week
31.31%
1 Month
32.39%
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 | |
|---|---|---|
| 0.0210 | 2.47 | |
| 0.1072 | 10.41 | |
| 0.9910 | 404.65 | |
| -0.0373 | -3.17 |
Estimation Period:
Mar 30, 2022 to Aug 30, 2024
Mar 30, 2022 to Aug 30, 2024
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