Anadarko Petroleum Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, August 9th, 2019):
1 Day
21.30%
1 Week
22.40%
1 Month
25.71%
Analysis last updated: Thursday, August 8, 2019 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1321 | 15.85 | |
| 0.0737 | 39.61 | |
| 0.8972 | 354.33 | |
| 0.5029 | 11.45 |
Estimation Period:
Jan 2, 1990 to Aug 2, 2019
Jan 2, 1990 to Aug 2, 2019
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