V-Lab: Pembina Pipeline Corp MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Pembina Pipeline Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:14.70% (-0.31%)

Analysis last updated: Thursday, May 9, 2024 at 12:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0458	14.08
$β$	0.7693	90.84
$γ$	0.1771	19.79
$λ_{1}$	0.0161	4.49
$λ_{2}$	0.0476	6.10
$λ_{3}$	0.9444	101.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts