V-Lab: Plains GP Holdings LP Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Plains GP Holdings LP Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:18.70% (-1.40%)

Analysis last updated: Friday, May 10, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7253	3.52
$α$	0.1471	4.75
$β$	0.7517	15.67
$γ_{1}$	2.1994	1.99
$γ_{2}$	-3.9026	-2.24
$γ_{3}$	2.4073	2.33
$γ_{4}$	-1.5432	-1.36
$γ_{5}$	2.3364	1.70
$γ_{6}$	-2.5689	-2.43
$γ_{7}$	1.3406	2.03
$γ_{8}$	-0.7630	-1.47
$γ_{9}$	0.9649	2.46

Estimation Period:
Oct 16, 2013 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts