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Williams Partners LP GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 14th, 2018:17.32% (-0.33%)

Analysis last updated: Monday, March 1, 2021 at 09:41 PM UTC

Date Range:

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graph of Williams Partners LP GJR-GARCH
paramt-stat
ω0.04699.67
α0.02137.14
β0.9251225.63
γ0.090313.11
Estimation Period:
Aug 19, 2005 to Aug 10, 2018
Impact of return on volatility tomorrow
Volatility Forecasts