Pembina Pipeline Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.88% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0522 | 20.11 | |
| 0.0452 | 16.40 | |
| 0.8723 | 232.66 | |
| 0.1209 | 12.01 |
Estimation Period:
Oct 26, 1998 to Feb 20, 2026
Oct 26, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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