V-Lab
V-Lab
Enbridge Energy Partners LP GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 20th, 2018:29.44% (-1.45%)

Analysis last updated: Monday, March 1, 2021 at 05:35 PM UTC

Date Range:

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graph of Enbridge Energy Partners LP GJR-GARCH
paramt-stat
ω0.150417.60
α0.124713.71
β0.7902121.81
γ0.05263.41
Estimation Period:
Dec 20, 1991 to Dec 14, 2018
Impact of return on volatility tomorrow
Volatility Forecasts