V-Lab
Major Drilling Group International Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:29.67% (+0.48%)
Analysis last updated: Thursday, May 9, 2024 at 12:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7673 | 6.24 | |
| 0.0661 | 7.76 | |
| 0.8917 | 59.96 | |
| 0.0180 | 0.52 | |
| -0.1064 | -2.10 | |
| 0.1630 | 4.85 | |
| -0.1012 | -3.33 | |
| 0.0127 | 0.39 | |
| 0.0689 | 1.81 | |
| -0.1736 | -2.81 |
Estimation Period:
Mar 10, 1995 to May 3, 2024
Mar 10, 1995 to May 3, 2024
News Impact Curve
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