Diamond Offshre Drilling Inc Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, September 4th, 2024):
1 Day
32.77%
1 Week
33.73%
1 Month
35.32%
Analysis last updated: Tuesday, March 31, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3331 | 7.00 | |
| 0.0698 | 2.47 | |
| 0.7858 | 7.20 | |
| -0.3035 | -0.92 | |
| 0.6389 | 1.53 |
Estimation Period:
Mar 30, 2022 to Aug 30, 2024
Mar 30, 2022 to Aug 30, 2024
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