V-Lab: Nabors Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nabors Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:54.68% (-1.06%)

Analysis last updated: Thursday, May 2, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0670	5.15
$α$	0.0487	8.51
$β$	0.9441	148.48
$γ_{1}$	-0.0039	-0.67
$γ_{2}$	0.0132	1.63
$γ_{3}$	-0.0147	-3.89

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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