V-Lab: Marathon Oil Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Marathon Oil Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.23% (+2.31%)

Analysis last updated: Wednesday, May 1, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0274	15.29
$β$	0.8988	186.17
$γ$	0.0659	18.98
$λ_{1}$	0.0404	4.46
$λ_{2}$	0.0602	3.45
$λ_{3}$	0.9323	48.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts