V-Lab: Ferrellgas Partners L.P Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Ferrellgas Partners L.P Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:137.82% (-19.42%)

Analysis last updated: Thursday, May 9, 2024 at 12:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4935	6.06
$α$	0.1946	10.95
$β$	0.7635	38.68
$γ_{1}$	0.0566	0.71
$γ_{2}$	-0.0855	-0.60
$γ_{3}$	-0.0207	-0.15
$γ_{4}$	0.0880	0.53
$γ_{5}$	0.0069	0.04
$γ_{6}$	-0.0889	-0.74
$γ_{7}$	0.0667	0.60
$γ_{8}$	0.0833	0.48
$γ_{9}$	-0.3468	-1.91
$γ_{10}$	0.3518	3.29

Estimation Period:
Jun 28, 1994 to May 3, 2024

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