Marathon Oil Corp GARCH Volatility Analysis
Inactive
Last recorded values (Friday, November 22nd, 2024):
1 Day
27.59%
1 Week
27.76%
1 Month
28.41%
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 | |
|---|---|---|
| 0.0335 | 17.22 | |
| 0.0588 | 36.88 | |
| 0.9363 | 592.62 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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