Magellan Midstream Partners LP GARCH Volatility Analysis
Inactive
Last recorded values (Monday, September 25th, 2023):
1 Day
17.20%
1 Week
17.90%
1 Month
20.11%
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 | |
|---|---|---|
| 0.0779 | 18.57 | |
| 0.1602 | 32.77 | |
| 0.8159 | 166.58 |
Estimation Period:
Feb 6, 2001 to Sep 22, 2023
Feb 6, 2001 to Sep 22, 2023
Other GARCH Analyses on Equities