V-Lab: Enlink Midstream LLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Enlink Midstream LLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:22.26% (-0.48%)

Analysis last updated: Tuesday, November 12, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7225	3.91
$α$	0.1197	6.24
$β$	0.8517	37.40
$γ_{1}$	-0.0764	-0.40
$γ_{2}$	0.3556	1.22
$γ_{3}$	-0.6415	-2.87
$γ_{4}$	0.5959	2.90
$γ_{5}$	-0.4783	-1.33
$γ_{6}$	0.5102	0.92
$γ_{7}$	-0.2707	-0.60
$γ_{8}$	-0.2833	-1.21
$γ_{9}$	0.4748	3.91

Estimation Period:
Jan 13, 2004 to Nov 8, 2024

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Impact of return on volatility tomorrow

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Volatility Forecasts