Calfrac Well Services Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:49.39% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0666 | 8.27 | |
| 0.0359 | 18.48 | |
| 0.9416 | 448.81 | |
| 0.0443 | 7.73 |
Estimation Period:
Jan 2, 1996 to Feb 13, 2026
Jan 2, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Calfrac Well Services Ltd Analyses
Other GJR-GARCH Analyses on International Equities