V-Lab: Plains All American Pipeline LP MF2-GARCH Volatility Analysis

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V-Lab

Plains All American Pipeline LP MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:23.32% (-1.57%)

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
$m$	41
$α$	0.0304	4.50
$β$	0.6355	48.04
$γ$	0.2596	24.02
$λ_{1}$	0.1282	2.28
$λ_{2}$	0.3042	3.23
$λ_{3}$	0.6662	6.23

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts