Enbridge Energy Partners LP GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, December 20th, 2018):
1 Day
28.91%
1 Week
28.60%
1 Month
27.73%
Analysis last updated: Monday, March 1, 2021 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1525 | 17.01 | |
| 0.1596 | 27.15 | |
| 0.7832 | 111.84 |
Estimation Period:
Dec 20, 1991 to Dec 14, 2018
Dec 20, 1991 to Dec 14, 2018
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