Magellan Midstream Partners LP GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, September 25th, 2023):
1 Day
16.85%
1 Week
17.51%
1 Month
19.64%
Analysis last updated: Friday, September 22, 2023 at 11:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0720 | 18.09 | |
| 0.0658 | 15.68 | |
| 0.8440 | 214.54 | |
| 0.1350 | 10.87 |
Estimation Period:
Feb 6, 2001 to Sep 22, 2023
Feb 6, 2001 to Sep 22, 2023
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