Altera Infrastructure LP/Teekay Offshore Finance Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6749 | 2.60 | |
| 0.1449 | 5.95 | |
| 0.8076 | 26.23 | |
| 0.1048 | 0.24 | |
| -0.6659 | -1.03 | |
| 1.0926 | 2.36 | |
| -0.9595 | -2.16 | |
| 1.3264 | 3.13 | |
| -1.7574 | -3.91 | |
| 1.2411 | 1.97 | |
| -0.7462 | -1.00 |
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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