V-Lab: Occidental Petroleum Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Occidental Petroleum Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:21.79% (-0.06%)

Analysis last updated: Friday, May 10, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1508	6.64
$α$	0.0558	39.88
$β$	0.9931	885.08
$ν$	7	7.20

Estimation Period:
Jan 2, 1990 to May 10, 2024