V-Lab: Noble Corp AGARCH Volatility Analysis

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V-Lab

Noble Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, August 18th, 2023:38.82% (-0.27%)

Analysis last updated: Thursday, August 17, 2023 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7101	5.94
$α$	0.0533	8.34
$β$	0.8661	50.21
$γ$	0.2723	1.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts