AltaGas Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.87% (+2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0542 | 18.11 | |
| 0.0308 | 13.93 | |
| 0.9142 | 315.79 | |
| 0.0739 | 11.04 |
Estimation Period:
Jul 22, 1999 to Feb 6, 2026
Jul 22, 1999 to Feb 6, 2026
News Impact Curve
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