V-Lab: Pembina Pipeline Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Pembina Pipeline Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:13.47% (-0.53%)

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
$ω$	0.9988	3.61
$α$	0.1354	6.44
$β$	0.8063	33.30
$γ_{1}$	-0.3354	-1.61
$γ_{2}$	0.6521	2.19
$γ_{3}$	-0.4082	-2.72
$γ_{4}$	0.0167	0.15
$γ_{5}$	0.0903	0.76
$γ_{6}$	0.0973	0.85
$γ_{7}$	-0.2767	-2.30
$γ_{8}$	0.3096	2.38
$γ_{9}$	-0.2611	-1.94
$γ_{10}$	0.1653	1.77

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts