V-Lab
Keyera Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:17.63% (+1.15%)
Analysis last updated: Wednesday, May 1, 2024 at 01:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 14.47 | |
| 0.0198 | 8.66 | |
| 0.9259 | 261.92 | |
| 0.0750 | 9.56 |
Estimation Period:
May 30, 2003 to Apr 19, 2024
May 30, 2003 to Apr 19, 2024