V-Lab: Diamond Offshre Drilling Inc AGARCH Volatility Analysis

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V-Lab

Diamond Offshre Drilling Inc AGARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:54.02% (+0.38%)

Analysis last updated: Tuesday, April 30, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	11.1509	45.47
$α$	0.0436	4.07
$β$	0.0075	2.48
$γ$	0.9063	1.32

Estimation Period:
Mar 30, 2022 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts