V-Lab: Noble Corp GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Noble Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, August 18th, 2023:35.59% (-0.45%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	8.3604	5.87
$α$	0.0420	2.99
$β$	0.9602	110.75
$ν$	9	0.58

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