Enbridge Energy Partners LP EGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, December 20th, 2018):
1 Day
31.29%
1 Week
30.77%
1 Month
29.36%
Analysis last updated: Monday, March 1, 2021 at 08:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0580 | 16.31 | |
| 0.2192 | 27.20 | |
| 0.9440 | 298.55 | |
| -0.0541 | -7.53 |
Estimation Period:
Dec 20, 1991 to Dec 14, 2018
Dec 20, 1991 to Dec 14, 2018
Other EGARCH Analyses on Equities