Williams Partners LP GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 14th, 2018):
1 Day
17.32%
1 Week
17.85%
1 Month
19.70%
Analysis last updated: Monday, March 1, 2021 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 9.67 | |
| 0.0213 | 7.14 | |
| 0.9251 | 225.63 | |
| 0.0903 | 13.11 |
Estimation Period:
Aug 19, 2005 to Aug 10, 2018
Aug 19, 2005 to Aug 10, 2018
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