V-Lab
AltaGas Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:13.26% (-0.11%)
Analysis last updated: Tuesday, May 7, 2024 at 01:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4062 | 5.53 | |
| 0.0817 | 5.52 | |
| 0.8827 | 55.88 | |
| -0.0111 | -0.86 | |
| 0.0306 | 1.63 | |
| -0.0411 | -2.55 |
Estimation Period:
Jul 22, 1999 to May 3, 2024
Jul 22, 1999 to May 3, 2024