V-Lab
V-Lab
Enterprise Products Partners LP GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:17.17% (-0.74%)

Analysis last updated: Friday, May 3, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Enterprise Products Partners LP GJR-GARCH
paramt-stat
ω0.041720.14
α0.048014.04
β0.8855371.11
γ0.106812.04
Estimation Period:
Jul 28, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts