V-Lab
V-Lab
Plains All American Pipeline LP GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:25.19% (+0.01%)

Analysis last updated: Friday, May 3, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Plains All American Pipeline LP GARCH
paramt-stat
ω0.038817.88
α0.099034.16
β0.8969264.65
Estimation Period:
Nov 18, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts