V-Lab
V-Lab

Pembina Pipeline Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:13.55% (+0.16%)

Analysis last updated: Thursday, March 28, 2024 at 10:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pembina Pipeline Corp S0GARCH
paramt-stat
ω1.20755.30
α0.13176.30
β0.819035.95
γ1-0.1034-0.97
γ20.31481.92
γ3-0.3874-3.64
γ40.24082.68
γ5-0.0496-0.68
γ6-0.0546-0.75
γ70.06410.88
γ8-0.0302-0.63
Estimation Period:
Oct 26, 1998 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts