V-Lab: Keyera Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Keyera Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:18.26% (+1.38%)

Analysis last updated: Wednesday, May 1, 2024 at 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6649	5.59
$α$	0.1312	6.15
$β$	0.7700	24.58
$γ_{1}$	0.1844	2.10
$γ_{2}$	-0.3844	-2.78
$γ_{3}$	0.2255	1.97
$γ_{4}$	0.1087	1.01
$γ_{5}$	-0.3157	-2.83
$γ_{6}$	0.3567	3.59
$γ_{7}$	-0.3120	-3.69
$γ_{8}$	0.1888	3.21

Estimation Period:
May 30, 2003 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts