Brookfield Infrastructure Partners LP GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.98% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 16.17 | |
| 0.0366 | 13.71 | |
| 0.8925 | 292.82 | |
| 0.1157 | 14.68 |
Estimation Period:
Jan 10, 2008 to Feb 20, 2026
Jan 10, 2008 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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