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 Monday, May 20th, 2024:26.46% (+2.39%)

Analysis last updated: Friday, May 17, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5556	6.14
$α$	0.0993	42.23
$β$	0.9880	514.32
$ν$	5	13.08

Estimation Period:
Nov 18, 1998 to May 17, 2024