Sui Northern Gas Pipelines GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
30.53%
decreased by 1.33%
1 Week
32.89%
increased by 1.03%
1 Month
37.94%
increased by 6.08%
Analysis last updated: Thursday, May 21, 2026 at 08:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6322 | 27.07 | |
| 0.1365 | 17.69 | |
| 0.7581 | 147.25 | |
| 0.0437 | 3.23 |
Estimation Period:
Feb 5, 1993 to May 15, 2026
Feb 5, 1993 to May 15, 2026
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