V-Lab: Schlumberger Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Schlumberger Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:20.26% (-0.30%)

Analysis last updated: Wednesday, May 8, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8411	5.66
$α$	0.0408	42.64
$β$	0.9960	1241.86
$ν$	8	5.84

Estimation Period:
Jan 2, 1990 to May 3, 2024