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V-Lab

Altera Infrastructure LP/Teekay Offshore Finance Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 23, 2020 at 02:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Altera Infrastructure LP/Teekay Offshore Finance Corp S0GARCH
paramt-stat
ω0.73022.71
α0.14846.11
β0.796325.73
γ11.03451.20
γ2-2.2909-1.73
γ31.82302.07
γ4-0.4722-0.59
γ5-0.4787-0.60
γ61.35521.90
γ7-1.4256-2.38
γ8-0.0268-0.05
γ90.95071.48
γ10-0.6480-0.98
Estimation Period:
Dec 14, 2006 to Jan 17, 2020
Impact of return on volatility tomorrow
Volatility Forecasts