V-Lab
V-Lab
ONEOK Partners LP AGARCH Volatility Analysis
Volatility Prediction for Monday, July 3rd, 2017:25.19% (-2.56%)

Analysis last updated: Friday, June 30, 2017 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ONEOK Partners LP AGARCH
paramt-stat
ω0.107220.41
α0.151936.52
β0.7888157.57
γ0.400316.33
Estimation Period:
Sep 27, 1993 to Jun 30, 2017
Impact of return on volatility tomorrow
Volatility Forecasts