Marathon Oil Corp APARCH Volatility Analysis
Inactive
Last recorded values (Friday, November 22nd, 2024):
1 Day
25.36%
1 Week
25.60%
1 Month
26.51%
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 | |
|---|---|---|
| 0.0274 | 15.29 | |
| 0.0568 | 36.46 | |
| 0.9430 | 694.39 | |
| 0.2884 | 18.83 | |
| 1.5345 | 31.96 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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