V-Lab: Inter Pipeline Ltd MF2-GARCH Volatility Analysis

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V-Lab

Inter Pipeline Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 2nd, 2021:23.52% (-3.02%)

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
$m$	26
$α$	0.1147	15.71
$β$	0.5987	34.59
$γ$	0.1708	12.77
$λ_{1}$	0.0201	1.65
$λ_{2}$	0.0248	1.92
$λ_{3}$	0.9656	51.33

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts