V-Lab
Major Drilling Group International Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:27.79% (+0.82%)
Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7677 | 6.24 | |
| 0.0663 | 7.78 | |
| 0.8913 | 59.84 | |
| 0.0185 | 0.54 | |
| -0.1072 | -2.12 | |
| 0.1634 | 4.85 | |
| -0.1010 | -3.31 | |
| 0.0120 | 0.36 | |
| 0.0701 | 1.83 | |
| -0.1750 | -2.80 |
Estimation Period:
Mar 10, 1995 to Apr 19, 2024
Mar 10, 1995 to Apr 19, 2024
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