V-Lab: Anadarko Petroleum Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Anadarko Petroleum Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, August 9th, 2019:16.54% (+0.27%)

Analysis last updated: Monday, March 1, 2021 at 08:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.3929	5.36
$α$	0.0576	26.73
$β$	0.9890	413.81
$ν$	6	6.24

Estimation Period:
Jan 2, 1990 to Aug 2, 2019