Enbridge Energy Partners LP GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, December 20th, 2018):
1 Day
29.44%
1 Week
29.02%
1 Month
27.82%
Analysis last updated: Monday, March 1, 2021 at 05:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1504 | 17.60 | |
| 0.1247 | 13.71 | |
| 0.7902 | 121.81 | |
| 0.0526 | 3.41 |
Estimation Period:
Dec 20, 1991 to Dec 14, 2018
Dec 20, 1991 to Dec 14, 2018
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