V-Lab: Plains All American Pipeline LP GAS-GARCH Student T Volatility Analysis

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V-Lab

Plains All American Pipeline LP GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:27.58% (-2.36%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5064	6.18
$α$	0.0985	41.79
$β$	0.9878	505.01
$ν$	5	12.83

Estimation Period:
Nov 18, 1998 to Nov 8, 2024