V-Lab: Enbridge Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Enbridge Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:17.04% (-1.30%)

Analysis last updated: Saturday, May 4, 2024 at 05:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8089	3.22
$α$	0.1480	7.65
$β$	0.7520	28.86
$γ_{1}$	-0.0327	-0.52
$γ_{2}$	0.1099	1.27
$γ_{3}$	-0.1651	-4.02
$γ_{4}$	0.1344	4.69
$γ_{5}$	-0.0716	-2.93
$γ_{6}$	0.0611	2.33
$γ_{7}$	-0.0742	-2.88
$γ_{8}$	0.0534	2.96

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts