Noble Energy Inc MEM Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
33.20%
1 Week
33.34%
1 Month
33.83%
Analysis last updated: Friday, October 2, 2020 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1048 | 9.72 | |
| 0.1341 | 39.51 | |
| 0.8463 | 356.62 |
Estimation Period:
Jan 2, 1990 to Oct 2, 2020
Jan 2, 1990 to Oct 2, 2020
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