V-Lab
Inter Pipeline Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 2nd, 2021:28.50% (-1.59%)
Analysis last updated: Tuesday, November 2, 2021 at 03:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1011 | 18.56 | |
| 0.0702 | 9.53 | |
| 0.8269 | 114.04 | |
| 0.1290 | 7.04 |
Estimation Period:
Dec 1, 1998 to Oct 29, 2021
Dec 1, 1998 to Oct 29, 2021
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