Marathon Oil Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, November 22nd, 2024):
1 Day
25.52%
1 Week
25.74%
1 Month
26.60%
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 | |
|---|---|---|
| 0.0163 | 11.12 | |
| 0.1146 | 42.99 | |
| 0.9918 | 1,816.48 | |
| -0.0381 | -13.74 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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