V-Lab: ONEOK Inc MF2-GARCH Volatility Analysis

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V-Lab

ONEOK Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:22.50% (-0.58%)

Analysis last updated: Friday, May 3, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0138	7.04
$β$	0.9227	360.42
$γ$	0.1006	27.34
$λ_{1}$	3.0767	0.03
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.2736	0.01

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts