Magellan Midstream Partners LP EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, September 25th, 2023):
1 Day
17.08%
1 Week
17.65%
1 Month
19.63%
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 | |
|---|---|---|
| 0.0392 | 15.59 | |
| 0.2420 | 42.87 | |
| 0.9624 | 516.88 | |
| -0.0896 | -13.82 |
Estimation Period:
Feb 6, 2001 to Sep 22, 2023
Feb 6, 2001 to Sep 22, 2023
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