Noble Energy Inc APARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
40.35%
1 Week
40.34%
1 Month
40.34%
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 | |
|---|---|---|
| 0.0368 | 18.06 | |
| 0.0498 | 31.74 | |
| 0.9451 | 697.01 | |
| 0.5176 | 21.86 | |
| 1.3733 | 26.81 |
Estimation Period:
Jan 2, 1990 to Oct 2, 2020
Jan 2, 1990 to Oct 2, 2020
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