Baytex Energy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:47.52% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 6.23 | |
| 0.0373 | 12.64 | |
| 0.9363 | 563.03 | |
| 0.0527 | 7.76 |
Estimation Period:
Sep 8, 2003 to Feb 20, 2026
Sep 8, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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