Anadarko Petroleum Corp MEM Volatility Analysis
Inactive
Last recorded values (Friday, August 9th, 2019):
1 Day
18.71%
1 Week
20.30%
1 Month
24.76%
Analysis last updated: Thursday, August 8, 2019 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1729 | 7.58 | |
| 0.1708 | 31.48 | |
| 0.7964 | 260.10 |
Estimation Period:
Jan 2, 1990 to Aug 2, 2019
Jan 2, 1990 to Aug 2, 2019
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