Noble Corp MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, August 18th, 2023):
1 Day
28.99%
1 Week
29.50%
1 Month
31.76%
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 | |
|---|---|---|
| 101 | ||
| 0.0000 | 0.00 | |
| 0.9388 | 248.22 | |
| 0.1034 | 15.31 | |
| 1.6249 | 1.11 | |
| 0.1192 | 1.24 | |
| 0.7336 | 3.16 |
Estimation Period:
Jun 10, 2021 to Aug 11, 2023
Jun 10, 2021 to Aug 11, 2023
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