Williams Partners LP EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 14th, 2018):
1 Day
17.37%
1 Week
17.89%
1 Month
19.99%
Analysis last updated: Monday, March 1, 2021 at 06:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 7.88 | |
| 0.1467 | 17.11 | |
| 0.9850 | 650.16 | |
| -0.0612 | -9.21 |
Estimation Period:
Aug 19, 2005 to Aug 10, 2018
Aug 19, 2005 to Aug 10, 2018
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