V-Lab
Bellatrix Exploration Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 2nd, 2019:91.78% (-1.41%)
Analysis last updated: Tuesday, October 1, 2019 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4240 | 5.74 | |
| 0.0904 | 5.84 | |
| 0.8937 | 62.41 | |
| 0.0099 | 1.22 | |
| -0.0095 | -0.93 |
Estimation Period:
Feb 18, 1994 to Sep 27, 2019
Feb 18, 1994 to Sep 27, 2019
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