Pembina Pipeline Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.63% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 20.09 | |
| 0.0452 | 16.36 | |
| 0.8717 | 231.90 | |
| 0.1219 | 12.06 |
Estimation Period:
Oct 26, 1998 to Jan 30, 2026
Oct 26, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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