V-Lab: Pembina Pipeline Corp Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Pembina Pipeline Corp Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:15.81% (+2.09%)

Analysis last updated: Thursday, May 9, 2024 at 12:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0619	28.23
$α$	0.2299	35.43
$β$	0.7001	176.38
$γ$	0.0997	8.73

Estimation Period:
Oct 26, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts