V-Lab: Devon Energy Corp MF2-GARCH Volatility Analysis

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V-Lab

Devon Energy Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:23.58% (-0.49%)

Analysis last updated: Thursday, May 9, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0201	10.71
$β$	0.8980	185.42
$γ$	0.0629	17.13
$λ_{1}$	0.0349	3.62
$λ_{2}$	0.0440	3.91
$λ_{3}$	0.9503	74.14

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts