V-Lab
V-Lab
Plains All American Pipeline LP AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:27.92% (-2.29%)

Analysis last updated: Monday, November 11, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Plains All American Pipeline LP AGARCH
paramt-stat
ω0.064117.32
α0.154731.54
β0.8290200.16
γ0.500114.82
Estimation Period:
Nov 18, 1998 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts