Brookfield Infrastructure Partners LP GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.03% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0493 | 16.17 | |
| 0.0369 | 13.75 | |
| 0.8923 | 292.28 | |
| 0.1156 | 14.64 |
Estimation Period:
Jan 10, 2008 to Feb 6, 2026
Jan 10, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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