V-Lab
Enbridge Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:19.94% (-0.59%)
Analysis last updated: Thursday, April 25, 2024 at 01:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 26.17 | |
| 0.1012 | 15.74 | |
| 0.8590 | 239.73 | |
| 0.0182 | 1.89 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024