Enbridge Energy Partners LP AGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, December 20th, 2018):
1 Day
28.20%
1 Week
27.94%
1 Month
27.19%
Analysis last updated: Wednesday, December 19, 2018 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1424 | 17.35 | |
| 0.1489 | 26.73 | |
| 0.7941 | 125.47 | |
| 0.2098 | 5.68 |
Estimation Period:
Dec 20, 1991 to Dec 14, 2018
Dec 20, 1991 to Dec 14, 2018
Other AGARCH Analyses on Equities