V-Lab: ConocoPhillips GAS-GARCH Student T Volatility Analysis

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V-Lab

ConocoPhillips GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:19.21% (-0.70%)

Analysis last updated: Tuesday, May 7, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7344	9.35
$α$	0.0633	30.54
$β$	0.9898	903.96
$ν$	10	4.24

Estimation Period:
Jan 2, 1990 to May 3, 2024