Pembina Pipeline Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.67% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 9.92 | |
| 0.1928 | 32.44 | |
| 0.9708 | 659.93 | |
| -0.0783 | -12.93 |
Estimation Period:
Oct 26, 1998 to Feb 6, 2026
Oct 26, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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