Marathon Oil Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, November 22nd, 2024):
1 Day
26.64%
1 Week
26.88%
1 Month
27.76%
Analysis last updated: Thursday, November 21, 2024 at 10:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 11.54 | |
| 0.0596 | 41.19 | |
| 0.9326 | 625.09 | |
| 0.5094 | 15.57 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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