V-Lab: Keyera Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Keyera Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:17.38% (-0.83%)

Analysis last updated: Friday, April 19, 2024 at 02:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6656	5.59
$α$	0.1315	6.15
$β$	0.7699	24.60
$γ_{1}$	0.1850	2.10
$γ_{2}$	-0.3852	-2.79
$γ_{3}$	0.2260	1.97
$γ_{4}$	0.1082	1.00
$γ_{5}$	-0.3152	-2.82
$γ_{6}$	0.3561	3.57
$γ_{7}$	-0.3111	-3.66
$γ_{8}$	0.1884	3.17

Estimation Period:
May 30, 2003 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts