Phillips 66 Partners LP GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1096 | 10.03 | |
| 0.0519 | 8.33 | |
| 0.8700 | 165.22 | |
| 0.1238 | 6.02 |
Estimation Period:
Jul 23, 2013 to Mar 4, 2022
Jul 23, 2013 to Mar 4, 2022
News Impact Curve
Volatility Forecasts
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