Noble Energy Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
34.72%
1 Week
34.75%
1 Month
34.86%
Analysis last updated: Friday, October 2, 2020 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1082 | 29.28 | |
| 0.0820 | 30.56 | |
| 0.8567 | 386.75 | |
| 0.0794 | 14.98 |
Estimation Period:
Jan 2, 1990 to Oct 2, 2020
Jan 2, 1990 to Oct 2, 2020
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