V-Lab
V-Lab
Brookfield Infrastructure Partners LP GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:31.79% (+0.18%)

Analysis last updated: Thursday, May 2, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brookfield Infrastructure Partners LP GJR-GARCH
paramt-stat
ω0.048915.52
α0.041113.65
β0.8891263.84
γ0.114513.27
Estimation Period:
Jan 10, 2008 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts