V-Lab
V-Lab
Transocean Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:52.18% (+9.77%)

Analysis last updated: Tuesday, April 30, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Transocean Ltd EGARCH
paramt-stat
ω0.014510.22
α0.097632.25
β0.99512039.18
γ-0.0221-8.73
Estimation Period:
May 31, 1993 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts