V-Lab
V-Lab
Noble Energy Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, October 5th, 2020:38.13% (-1.34%)

Analysis last updated: Friday, October 2, 2020 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Noble Energy Inc AGARCH
paramt-stat
ω0.02416.72
α0.057447.06
β0.9278650.21
γ0.972332.69
Estimation Period:
Jan 2, 1990 to Oct 2, 2020
Impact of return on volatility tomorrow
Volatility Forecasts