Altera Infrastructure LP/Teekay Offshore Finance Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7302 | 2.71 | |
| 0.1484 | 6.11 | |
| 0.7963 | 25.73 | |
| 1.0345 | 1.20 | |
| -2.2909 | -1.73 | |
| 1.8230 | 2.07 | |
| -0.4722 | -0.59 | |
| -0.4787 | -0.60 | |
| 1.3552 | 1.90 | |
| -1.4256 | -2.38 | |
| -0.0268 | -0.05 | |
| 0.9507 | 1.48 | |
| -0.6480 | -0.98 |
Estimation Period:
Dec 14, 2006 to Jan 17, 2020
Dec 14, 2006 to Jan 17, 2020
News Impact Curve
Volatility Forecasts
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