V-Lab: ONEOK Partners LP GAS-GARCH Student T Volatility Analysis

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V-Lab

ONEOK Partners LP GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, July 5th, 2017:30.11% (-2.80%)

Analysis last updated: Monday, March 1, 2021 at 05:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1483	6.34
$α$	0.1087	27.17
$β$	0.9683	188.83
$ν$	4	11.00

Estimation Period:
Sep 27, 1993 to Jun 30, 2017