V-Lab
V-Lab
Occidental Petroleum Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:23.69% (+1.25%)

Analysis last updated: Wednesday, May 8, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Occidental Petroleum Corp GJR-GARCH
paramt-stat
ω0.028514.34
α0.031515.05
β0.9447673.36
γ0.03517.25
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts