Magellan Midstream Partners LP AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, September 25th, 2023):
1 Day
16.39%
1 Week
17.23%
1 Month
19.76%
Analysis last updated: Friday, September 22, 2023 at 11:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0663 | 15.11 | |
| 0.1437 | 35.06 | |
| 0.8275 | 195.22 | |
| 0.3915 | 19.07 |
Estimation Period:
Feb 6, 2001 to Sep 22, 2023
Feb 6, 2001 to Sep 22, 2023
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