Pembina Pipeline Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.03% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0525 | 12.53 | |
| 0.0084 | 3.21 | |
| 0.9122 | 241.14 | |
| 0.1181 | 11.83 |
Estimation Period:
Oct 6, 2010 to Feb 6, 2026
Oct 6, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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