V-Lab
V-Lab
ConocoPhillips GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:17.11% (-0.29%)

Analysis last updated: Tuesday, April 23, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ConocoPhillips GJR-GARCH
paramt-stat
ω0.037919.79
α0.030517.39
β0.9312556.59
γ0.057912.89
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts