V-Lab
V-Lab
Noble Energy Inc GARCH Volatility Analysis
Volatility Prediction for Monday, October 5th, 2020:35.72% (-0.62%)

Analysis last updated: Monday, March 1, 2021 at 08:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Noble Energy Inc GARCH
paramt-stat
ω0.055720.66
α0.056541.11
β0.9334604.51
Estimation Period:
Jan 2, 1990 to Oct 2, 2020
Impact of return on volatility tomorrow
Volatility Forecasts