Enbridge Energy Management LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8818 | 5.18 | |
| 0.1617 | 6.70 | |
| 0.7206 | 20.11 | |
| 0.5738 | 2.02 | |
| -0.9132 | -1.97 | |
| 0.8447 | 2.68 | |
| -1.1156 | -4.52 | |
| 0.9614 | 4.12 | |
| -0.3385 | -1.22 | |
| -0.0751 | -0.18 | |
| 0.0708 | 0.16 | |
| -0.0388 | -0.10 |
Estimation Period:
Oct 11, 2002 to Dec 14, 2018
Oct 11, 2002 to Dec 14, 2018
News Impact Curve
Volatility Forecasts
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