Marathon Oil Corp MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, November 22nd, 2024):
1 Day
25.42%
1 Week
25.89%
1 Month
27.40%
Analysis last updated: Thursday, November 21, 2024 at 10:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0259 | 15.31 | |
| 0.9034 | 191.76 | |
| 0.0659 | 19.22 | |
| 0.0343 | 4.90 | |
| 0.0479 | 3.57 | |
| 0.9457 | 63.83 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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