Noble Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, August 18th, 2023):
1 Day
37.87%
1 Week
38.61%
1 Month
40.95%
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 | |
|---|---|---|
| 0.2812 | 5.82 | |
| 0.0000 | 0.00 | |
| 0.9384 | 148.20 | |
| 0.0648 | 4.78 |
Estimation Period:
Jun 10, 2021 to Aug 11, 2023
Jun 10, 2021 to Aug 11, 2023
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