V-Lab: Diamond Offshre Drilling Inc GARCH Volatility Analysis

V-Lab

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V-Lab

Diamond Offshre Drilling Inc GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:41.97% (+0.55%)

Analysis last updated: Friday, May 3, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0886	3.41
$α$	0.0306	8.33
$β$	0.9603	192.64

Estimation Period:
Mar 30, 2022 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts