V-Lab: Enbridge Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Enbridge Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:16.65% (-0.14%)

Analysis last updated: Wednesday, May 8, 2024 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7861	3.12
$α$	0.1472	7.64
$β$	0.7533	29.20
$γ_{1}$	-0.0418	-0.67
$γ_{2}$	0.1249	1.44
$γ_{3}$	-0.1761	-4.34
$γ_{4}$	0.1439	5.06
$γ_{5}$	-0.0794	-3.23
$γ_{6}$	0.0670	2.51
$γ_{7}$	-0.0787	-2.78
$γ_{8}$	0.0584	1.50

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts