V-Lab: Seadrill Ltd GJR-GARCH Volatility Analysis

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V-Lab

Seadrill Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.57% (-0.41%)

Analysis last updated: Saturday, April 20, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1591	7.66
$α$	0.0338	3.86
$β$	0.9256	143.81
$γ$	0.0241	1.50

Estimation Period:
Apr 28, 2022 to Apr 19, 2024

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Volatility Forecasts