Noble Energy Inc GARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
35.72%
1 Week
35.75%
1 Month
35.86%
Analysis last updated: Monday, March 1, 2021 at 08:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 20.66 | |
| 0.0565 | 41.11 | |
| 0.9334 | 604.51 |
Estimation Period:
Jan 2, 1990 to Oct 2, 2020
Jan 2, 1990 to Oct 2, 2020
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