Noble Energy Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
41.23%
1 Week
41.21%
1 Month
41.17%
Analysis last updated: Monday, March 1, 2021 at 08:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 9.32 | |
| 0.0955 | 38.60 | |
| 0.9887 | 1,346.97 | |
| -0.0560 | -25.03 |
Estimation Period:
Jan 2, 1990 to Oct 2, 2020
Jan 2, 1990 to Oct 2, 2020
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