V-Lab: Plains GP Holdings LP Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Plains GP Holdings LP Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:16.16% (-0.09%)

Analysis last updated: Friday, April 26, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7347	3.48
$α$	0.1492	4.79
$β$	0.7530	16.05
$γ_{1}$	2.2264	1.96
$γ_{2}$	-3.9348	-2.21
$γ_{3}$	2.4149	2.27
$γ_{4}$	-1.5577	-1.31
$γ_{5}$	2.3398	1.64
$γ_{6}$	-2.5234	-2.32
$γ_{7}$	1.3002	1.93
$γ_{8}$	-0.8237	-1.57
$γ_{9}$	1.0777	2.80

Estimation Period:
Oct 16, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts