V-Lab
V-Lab
Plains All American Pipeline LP GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:27.07% (+2.84%)

Analysis last updated: Friday, November 8, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Plains All American Pipeline LP GARCH
paramt-stat
ω0.037217.74
α0.094933.50
β0.9006270.36
Estimation Period:
Nov 18, 1998 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts