V-Lab: Keyera Corp MF2-GARCH Volatility Analysis

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V-Lab

Keyera Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:16.99% (+0.35%)

Analysis last updated: Thursday, May 9, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0580	14.48
$β$	0.6788	43.78
$γ$	0.1535	15.30
$λ_{1}$	0.0250	1.59
$λ_{2}$	0.0517	2.47
$λ_{3}$	0.9393	33.91

Estimation Period:
May 30, 2003 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts