V-Lab: Noble Corp MF2-GARCH Volatility Analysis

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V-Lab

Noble Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 18th, 2023:28.99% (-0.34%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0000	0.00
$β$	0.9388	248.22
$γ$	0.1034	15.31
$λ_{1}$	1.6249	1.11
$λ_{2}$	0.1192	1.24
$λ_{3}$	0.7336	3.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts