V-Lab: Diamond Offshre Drilling Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Diamond Offshre Drilling Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:42.01% (0.00%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3985	12.28
$α$	0.0000	0.00
$β$	0.9984	3.18
$γ_{1}$	0.2285	0.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts