V-Lab: Diamond Offshre Drilling Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Diamond Offshre Drilling Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, September 4th, 2024:22.19% (+0.92%)

Analysis last updated: Tuesday, September 3, 2024 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0065	2.38
$α$	0.0754	16.13
$β$	0.9235	179.78
$γ$	0.0787	3.01
$δ$	0.5000	2.21

Estimation Period:
Mar 30, 2022 to Aug 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts