Noble Energy Inc MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
39.96%
1 Week
40.01%
1 Month
39.98%
Analysis last updated: Sunday, March 21, 2021 at 05:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0135 | 9.51 | |
| 0.9231 | 380.97 | |
| 0.0787 | 28.33 | |
| 0.0204 | 7.33 | |
| 0.0190 | 5.99 | |
| 0.9772 | 262.26 |
Estimation Period:
Jan 2, 1990 to Oct 2, 2020
Jan 2, 1990 to Oct 2, 2020
Other MF2-GARCH Analyses on Equities