V-Lab: Occidental Petroleum Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Occidental Petroleum Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.38% (-0.62%)

Analysis last updated: Friday, April 26, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1489	6.63
$α$	0.0560	40.08
$β$	0.9931	891.48
$ν$	7	7.24

Estimation Period:
Jan 2, 1990 to Apr 26, 2024