Williams Partners LP AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 14th, 2018):
1 Day
16.76%
1 Week
17.69%
1 Month
20.71%
Analysis last updated: Monday, August 13, 2018 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 4.62 | |
| 0.0896 | 14.73 | |
| 0.8945 | 143.43 | |
| 0.6587 | 7.28 |
Estimation Period:
Aug 19, 2005 to Aug 10, 2018
Aug 19, 2005 to Aug 10, 2018
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