Sui Northern Gas Pipelines MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
32.28%
decreased by 1.70%
1 Week
35.76%
increased by 1.78%
1 Month
38.83%
increased by 4.85%
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 | |
|---|---|---|
| 21 | ||
| 0.1649 | 33.37 | |
| 0.5145 | 20.73 | |
| 0.0684 | 7.75 | |
| 0.8160 | 1.16 | |
| 0.1462 | 1.18 | |
| 0.7381 | 3.23 |
Estimation Period:
Feb 5, 1993 to May 15, 2026
Feb 5, 1993 to May 15, 2026
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