V-Lab: Inter Pipeline Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Inter Pipeline Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 2nd, 2021:20.88% (+2.48%)

Analysis last updated: Tuesday, November 2, 2021 at 03:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.4098	3.62
$α$	0.1393	67.80
$β$	0.9939	604.19
$ν$	5	23.65

Estimation Period:
Dec 1, 1998 to Oct 29, 2021