V-Lab: Hess Corp MF2-GARCH Volatility Analysis

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V-Lab

Hess Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:27.99% (+6.66%)

Analysis last updated: Tuesday, April 30, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0306	14.45
$β$	0.8681	160.82
$γ$	0.0796	19.97
$λ_{1}$	0.0361	3.91
$λ_{2}$	0.0532	4.15
$λ_{3}$	0.9393	63.59

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts