V-Lab
V-Lab
Marathon Oil Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:25.85% (-0.58%)

Analysis last updated: Tuesday, May 14, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marathon Oil Corp GJR-GARCH
paramt-stat
ω0.035614.06
α0.029518.39
β0.9415691.80
γ0.046711.79
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts