V-Lab: Ferrellgas Partners L.P Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Ferrellgas Partners L.P Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:59.92% (+0.07%)

Analysis last updated: Friday, April 26, 2024 at 02:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4862	6.03
$α$	0.1942	10.93
$β$	0.7640	38.73
$γ_{1}$	0.0521	0.65
$γ_{2}$	-0.0806	-0.56
$γ_{3}$	-0.0207	-0.15
$γ_{4}$	0.0854	0.51
$γ_{5}$	0.0110	0.06
$γ_{6}$	-0.0909	-0.76
$γ_{7}$	0.0645	0.57
$γ_{8}$	0.0882	0.50
$γ_{9}$	-0.3498	-1.91
$γ_{10}$	0.3514	3.28

Estimation Period:
Jun 28, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts