V-Lab: Noble Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Noble Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, August 18th, 2023:38.66% (-0.29%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0685	4.67
$α$	0.0276	1.50
$β$	0.9442	22.14
$γ_{1}$	0.0298	0.33

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts