V-Lab: NOV Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

NOV Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:27.89% (-0.93%)

Analysis last updated: Friday, May 3, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.0118	6.92
$α$	0.0485	57.66
$β$	0.9982	4176.37
$ν$	7	12.62

Estimation Period:
Oct 29, 1996 to May 3, 2024