V-Lab
V-Lab
Marathon Petroleum Corp Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:47.25% (-0.77%)

Analysis last updated: Wednesday, May 1, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marathon Petroleum Corp AMEM
paramt-stat
ω0.252724.50
α0.174429.22
β0.7404152.81
γ0.07486.76
Estimation Period:
Jun 24, 2011 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts