V-Lab: TC Energy Corp AGARCH Volatility Analysis

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V-Lab

TC Energy Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:17.06% (-0.63%)

Analysis last updated: Friday, April 26, 2024 at 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0232	13.07
$α$	0.0705	29.74
$β$	0.9114	334.97
$γ$	0.2960	10.58

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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