V-Lab
V-Lab
ONEOK Partners LP GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 5th, 2017:25.90% (-2.37%)

Analysis last updated: Monday, March 1, 2021 at 07:23 PM UTC

Date Range:

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to

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1Y ·

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graph of ONEOK Partners LP GJR-GARCH
paramt-stat
ω0.125525.18
α0.083018.89
β0.7897175.25
γ0.139111.37
Estimation Period:
Sep 27, 1993 to Jun 30, 2017
Impact of return on volatility tomorrow
Volatility Forecasts