TC Pipelines, LP Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9600 | 5.94 | |
| 0.1872 | 6.76 | |
| 0.7539 | 25.59 | |
| -0.0093 | -1.05 | |
| 0.0318 | 2.29 | |
| -0.0432 | -2.44 |
Estimation Period:
May 25, 1999 to Feb 26, 2021
May 25, 1999 to Feb 26, 2021
News Impact Curve
Volatility Forecasts
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