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

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V-Lab

Williams Partners LP GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, August 14th, 2018:18.27% (-1.48%)

Analysis last updated: Monday, March 1, 2021 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6928	3.66
$α$	0.0958	47.15
$β$	0.9912	431.73
$ν$	4	19.85

Estimation Period:
Aug 19, 2005 to Aug 10, 2018