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

V-Lab

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V-Lab

Plains GP Holdings LP Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:19.14% (-1.38%)

Analysis last updated: Friday, May 10, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7341	3.55
$α$	0.1464	4.73
$β$	0.7535	15.81
$γ_{1}$	2.2522	2.03
$γ_{2}$	-3.9858	-2.28
$γ_{3}$	2.4620	2.39
$γ_{4}$	-1.5910	-1.41
$γ_{5}$	2.3831	1.73
$γ_{6}$	-2.6149	-2.47
$γ_{7}$	1.3910	2.04
$γ_{8}$	-0.8390	-1.28
$γ_{9}$	1.1365	0.98

Estimation Period:
Oct 16, 2013 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts