V-Lab: Enbridge Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Enbridge Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:20.18% (+0.11%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8088	3.21
$α$	0.1487	7.65
$β$	0.7511	28.72
$γ_{1}$	-0.0331	-0.53
$γ_{2}$	0.1107	1.27
$γ_{3}$	-0.1659	-4.03
$γ_{4}$	0.1350	4.71
$γ_{5}$	-0.0722	-2.94
$γ_{6}$	0.0617	2.35
$γ_{7}$	-0.0744	-2.89
$γ_{8}$	0.0533	2.94

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts