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V-Lab
Brookfield Infrastructure Partners LP EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:45.48% (-0.80%)

Analysis last updated: Friday, April 19, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brookfield Infrastructure Partners LP EGARCH
paramt-stat
ω0.027911.27
α0.195128.90
β0.9816744.24
γ-0.0784-15.04
Estimation Period:
Jan 10, 2008 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts