V-Lab: Seadrill Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Seadrill Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.41% (-0.26%)

Analysis last updated: Friday, May 3, 2024 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3727	7.55
$α$	0.0330	1.41
$β$	0.8829	13.00
$γ_{1}$	0.2133	3.40

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

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Impact of return on volatility tomorrow

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Volatility Forecasts