V-Lab
V-Lab
ONEOK Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:20.66% (-0.74%)

Analysis last updated: Friday, May 3, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ONEOK Inc EGARCH
paramt-stat
ω0.02838.32
α0.126520.96
β0.9820912.60
γ-0.0810-22.42
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts