V-Lab: Diamond Offshre Drilling Inc MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Diamond Offshre Drilling Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:38.04% (-0.03%)

Analysis last updated: Wednesday, May 1, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0144	0.02
$β$	0.0000	0.00
$γ$	-0.0144	-0.02
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9982	0.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts