V-Lab: Noble Energy Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Noble Energy Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 5th, 2020:39.96% (-1.00%)

Analysis last updated: Sunday, March 21, 2021 at 05:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.0135	9.51
$β$	0.9231	380.97
$γ$	0.0787	28.33
$λ_{1}$	0.0204	7.33
$λ_{2}$	0.0190	5.99
$λ_{3}$	0.9772	262.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts