V-Lab: Seadrill Ltd MEM Volatility Analysis

V-Lab

| |

V-Lab

Seadrill Ltd MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.51% (-0.06%)

Analysis last updated: Wednesday, May 1, 2024 at 08:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0489	0.97
$α$	0.0805	7.64
$β$	0.9086	155.02

Estimation Period:
Apr 28, 2022 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts