Marathon Oil Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, November 22nd, 2024):
1 Day
25.86%
1 Week
26.06%
1 Month
26.82%
Analysis last updated: Thursday, November 21, 2024 at 10:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 14.03 | |
| 0.0280 | 18.32 | |
| 0.9422 | 702.63 | |
| 0.0480 | 12.44 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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