Anadarko Petroleum Corp APARCH Volatility Analysis
Inactive
Last recorded values (Friday, August 9th, 2019):
1 Day
18.31%
1 Week
19.08%
1 Month
21.82%
Analysis last updated: Thursday, August 8, 2019 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 15.53 | |
| 0.0614 | 34.04 | |
| 0.9328 | 459.73 | |
| 0.2993 | 14.10 | |
| 1.2667 | 27.22 |
Estimation Period:
Jan 2, 1990 to Aug 2, 2019
Jan 2, 1990 to Aug 2, 2019
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