V-Lab: Noble Energy Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Noble Energy Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, October 5th, 2020:35.93% (-0.65%)

Analysis last updated: Monday, March 1, 2021 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.3322	8.30
$α$	0.0563	26.98
$β$	0.9887	674.40
$ν$	8	4.89

Estimation Period:
Jan 2, 1990 to Oct 2, 2020