V-Lab
V-Lab
Transocean Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:55.35% (+16.83%)

Analysis last updated: Tuesday, April 30, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Transocean Ltd GJR-GARCH
paramt-stat
ω0.03009.61
α0.029017.90
β0.9561758.82
γ0.02597.89
Estimation Period:
May 31, 1993 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts