V-Lab: Noble Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Noble Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, August 18th, 2023:34.69% (+0.04%)

Analysis last updated: Thursday, August 17, 2023 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0447	7.61
$α$	0.0727	13.75
$β$	0.9047	106.65
$γ$	0.1538	4.23
$δ$	0.5000	2.02

Estimation Period:
Jun 10, 2021 to Aug 11, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts