V-Lab: Occidental Petroleum Corp APARCH Volatility Analysis

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V-Lab

Occidental Petroleum Corp APARCH Volatility Analysis

Volatility Prediction for Monday, September 23rd, 2024:24.61% (-0.33%)

Analysis last updated: Friday, September 20, 2024 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0241	16.78
$α$	0.0529	34.55
$β$	0.9451	675.08
$γ$	0.2126	12.39
$δ$	1.6854	27.07

Estimation Period:
Jan 2, 1990 to Sep 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts