V-Lab: Diamond Offshre Drilling Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Diamond Offshre Drilling Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:40.23% (+3.62%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	17.6605	9.42
$α$	0.0333	7.32
$β$	0.9990	794.12
$ν$	22	0.33

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