V-Lab: Inter Pipeline Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Inter Pipeline Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 2nd, 2021:29.72% (-0.77%)

Analysis last updated: Tuesday, November 2, 2021 at 03:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0288	5.72
$α$	0.1813	8.14
$β$	0.7289	23.98
$γ_{1}$	-0.3432	-1.72
$γ_{2}$	0.4160	1.19
$γ_{3}$	0.0751	0.26
$γ_{4}$	-0.3293	-1.14
$γ_{5}$	0.3029	1.02
$γ_{6}$	-0.2005	-0.92
$γ_{7}$	0.2291	1.60
$γ_{8}$	-0.3716	-2.89
$γ_{9}$	0.4553	2.91
$γ_{10}$	-0.3505	-2.50

Estimation Period:
Dec 1, 1998 to Oct 29, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts