ONEOK Partners LP APARCH Volatility Analysis
Inactive
Last recorded values (Monday, July 3rd, 2017):
1 Day
25.23%
1 Week
25.18%
1 Month
25.04%
Analysis last updated: Friday, June 30, 2017 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0908 | 22.22 | |
| 0.1381 | 41.16 | |
| 0.8319 | 185.02 | |
| 0.3397 | 19.66 | |
| 1.3476 | 29.49 |
Estimation Period:
Sep 27, 1993 to Jun 30, 2017
Sep 27, 1993 to Jun 30, 2017
Other APARCH Analyses on Equities