Magellan Midstream Partners LP MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, September 25th, 2023):
1 Day
19.74%
1 Week
21.23%
1 Month
25.25%
Analysis last updated: Friday, September 22, 2023 at 11:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0539 | 17.06 | |
| 0.8024 | 204.11 | |
| 0.1683 | 21.07 | |
| 0.7080 | 0.80 | |
| 0.6877 | 0.80 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 6, 2001 to Sep 22, 2023
Feb 6, 2001 to Sep 22, 2023
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