V-Lab: Seadrill Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Seadrill Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:26.24% (+1.41%)

Analysis last updated: Friday, May 3, 2024 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2237	5.79
$α$	0.0292	1.34
$β$	0.8934	13.12
$γ_{1}$	-0.0815	-0.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts