Plains All American Pipeline LP GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
25.29%
decreased by 1.29%
1 Week
25.75%
decreased by 0.83%
1 Month
27.40%
increased by 0.82%
Analysis last updated: Tuesday, June 16, 2026 at 09:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0753 | 26.02 | |
| 0.0709 | 18.23 | |
| 0.8525 | 269.11 | |
| 0.1312 | 13.06 |
Estimation Period:
Nov 18, 1998 to Jun 12, 2026
Nov 18, 1998 to Jun 12, 2026
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