V-Lab: Devon Energy Corp MF2-GARCH Volatility Analysis

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V-Lab

Devon Energy Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.08% (-0.28%)

Analysis last updated: Friday, April 26, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0202	10.75
$β$	0.8975	185.63
$γ$	0.0631	17.17
$λ_{1}$	0.0349	3.59
$λ_{2}$	0.0451	3.92
$λ_{3}$	0.9492	72.76

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts