V-Lab: Keyera Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Keyera Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:17.27% (-0.85%)

Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7702	5.53
$α$	0.0917	21.50
$β$	0.9757	203.27
$ν$	6	5.57

Estimation Period:
May 30, 2003 to Apr 19, 2024