Pembina Pipeline Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.08% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 20.07 | |
| 0.0450 | 16.34 | |
| 0.8719 | 232.27 | |
| 0.1218 | 12.07 |
Estimation Period:
Oct 26, 1998 to Feb 6, 2026
Oct 26, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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