V-Lab
V-Lab
Marathon Oil Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:24.45% (+0.44%)

Analysis last updated: Thursday, May 16, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marathon Oil Corp EGARCH
paramt-stat
ω0.016210.98
α0.115942.86
β0.99191806.72
γ-0.0374-13.24
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts