V-Lab: Brookfield Infrastructure Partners LP MF2-GARCH Volatility Analysis

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Brookfield Infrastructure Partners LP MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:22.46% (+3.10%)

Analysis last updated: Monday, December 15, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0239	9.49
$β$	0.8370	163.48
$γ$	0.1344	27.15
$λ_{1}$	0.4992	0.60
$λ_{2}$	0.7150	0.61
$λ_{3}$	0.0593	0.04

Estimation Period:
Jan 10, 2008 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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