V-Lab: ConocoPhillips GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

ConocoPhillips GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:17.75% (-0.33%)

Analysis last updated: Friday, May 10, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7362	9.25
$α$	0.0633	30.63
$β$	0.9900	904.89
$ν$	10	4.27

Estimation Period:
Jan 2, 1990 to May 10, 2024