ONEOK Partners LP EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, July 5th, 2017):
1 Day
25.32%
1 Week
25.23%
1 Month
24.97%
Analysis last updated: Monday, March 1, 2021 at 05:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0490 | 14.13 | |
| 0.2344 | 45.54 | |
| 0.9434 | 358.17 | |
| -0.0822 | -12.23 |
Estimation Period:
Sep 27, 1993 to Jun 30, 2017
Sep 27, 1993 to Jun 30, 2017
Other EGARCH Analyses on Equities