V-Lab
V-Lab
Magellan Midstream Partners LP GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:16.85% (-0.64%)

Analysis last updated: Friday, September 22, 2023 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Magellan Midstream Partners LP GJR-GARCH
paramt-stat
ω0.072018.09
α0.065815.68
β0.8440214.54
γ0.135010.87
Estimation Period:
Feb 6, 2001 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts