V-Lab: Noble Corp MEM Volatility Analysis

V-Lab

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V-Lab

Noble Corp MEM Volatility Analysis

Volatility Prediction for Friday, August 18th, 2023:35.15% (-0.35%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0850	2.23
$α$	0.0504	5.45
$β$	0.9395	153.08

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts