Anadarko Petroleum Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, August 9th, 2019):
1 Day
14.57%
1 Week
15.08%
1 Month
17.19%
Analysis last updated: Monday, March 1, 2021 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 13.99 | |
| 0.1135 | 35.70 | |
| 0.9829 | 929.00 | |
| -0.0368 | -12.15 |
Estimation Period:
Jan 2, 1990 to Aug 2, 2019
Jan 2, 1990 to Aug 2, 2019
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