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

V-Lab

| |

V-Lab

Ferrellgas Partners L.P Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:115.98% (-16.02%)

Analysis last updated: Saturday, May 18, 2024 at 04:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4759	4.88
$α$	0.2038	10.79
$β$	0.7594	40.53
$γ_{1}$	0.0008	0.03
$γ_{2}$	-0.0345	-0.88
$γ_{3}$	0.0753	2.65
$γ_{4}$	-0.0520	-1.53
$γ_{5}$	0.0517	1.13
$γ_{6}$	-0.2334	-3.50

Estimation Period:
Jun 28, 1994 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts