V-Lab
V-Lab
Noble Energy Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, October 5th, 2020:41.23% (-1.17%)

Analysis last updated: Monday, March 1, 2021 at 08:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Noble Energy Inc EGARCH
paramt-stat
ω0.02139.32
α0.095538.60
β0.98871346.97
γ-0.0560-25.03
Estimation Period:
Jan 2, 1990 to Oct 2, 2020
Impact of return on volatility tomorrow
Volatility Forecasts