ONEOK Partners LP GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, July 5th, 2017):
1 Day
25.90%
1 Week
25.64%
1 Month
24.90%
Analysis last updated: Monday, March 1, 2021 at 07:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1255 | 25.18 | |
| 0.0830 | 18.89 | |
| 0.7897 | 175.25 | |
| 0.1391 | 11.37 |
Estimation Period:
Sep 27, 1993 to Jun 30, 2017
Sep 27, 1993 to Jun 30, 2017
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