Noble Energy Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
39.20%
1 Week
39.17%
1 Month
39.07%
Analysis last updated: Monday, March 1, 2021 at 08:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 15.55 | |
| 0.0163 | 10.91 | |
| 0.9393 | 685.64 | |
| 0.0680 | 17.09 |
Estimation Period:
Jan 2, 1990 to Oct 2, 2020
Jan 2, 1990 to Oct 2, 2020
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