V-Lab: Pembina Pipeline Corp Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Pembina Pipeline Corp Asy. MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:13.80% (-0.12%)

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
$ω$	0.0620	28.21
$α$	0.2303	35.45
$β$	0.6996	176.05
$γ$	0.0998	8.73

Estimation Period:
Oct 26, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts