Noble Corp GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, August 18th, 2023):
1 Day
35.59%
1 Week
36.48%
1 Month
39.11%
Analysis last updated: Tuesday, March 31, 2026 at 02:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3604 | 5.87 | |
| 0.0420 | 2.99 | |
| 0.9602 | 110.75 | |
| 8.7086 | 0.58 |
Estimation Period:
Jun 10, 2021 to Aug 11, 2023
Jun 10, 2021 to Aug 11, 2023
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