V-Lab
AltaGas Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:14.95% (-0.54%)
Analysis last updated: Friday, April 26, 2024 at 01:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 8.25 | |
| 0.1297 | 24.39 | |
| 0.9819 | 806.82 | |
| -0.0652 | -13.99 |
Estimation Period:
Jul 22, 1999 to Apr 19, 2024
Jul 22, 1999 to Apr 19, 2024