Anadarko Petroleum Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, August 9th, 2019):
1 Day
20.22%
1 Week
21.13%
1 Month
24.04%
Analysis last updated: Monday, March 1, 2021 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1103 | 14.34 | |
| 0.0326 | 14.60 | |
| 0.9197 | 399.68 | |
| 0.0535 | 10.14 |
Estimation Period:
Jan 2, 1990 to Aug 2, 2019
Jan 2, 1990 to Aug 2, 2019
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