Anadarko Petroleum Corp GARCH Volatility Analysis
Inactive
Last recorded values (Friday, August 9th, 2019):
1 Day
20.34%
1 Week
21.38%
1 Month
24.58%
Analysis last updated: Monday, March 1, 2021 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1295 | 17.76 | |
| 0.0700 | 35.86 | |
| 0.9048 | 333.64 |
Estimation Period:
Jan 2, 1990 to Aug 2, 2019
Jan 2, 1990 to Aug 2, 2019
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