Noble Energy Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
38.13%
1 Week
38.08%
1 Month
37.91%
Analysis last updated: Friday, October 2, 2020 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 6.72 | |
| 0.0574 | 47.06 | |
| 0.9278 | 650.21 | |
| 0.9723 | 32.69 |
Estimation Period:
Jan 2, 1990 to Oct 2, 2020
Jan 2, 1990 to Oct 2, 2020
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