V-Lab
V-Lab

Calfrac Well Services Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:42.26% (+1.68%)

Analysis last updated: Thursday, March 28, 2024 at 10:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Calfrac Well Services Ltd S0GARCH
paramt-stat
ω1.28195.29
α0.10466.79
β0.845039.04
γ10.06740.46
γ2-0.1814-0.74
γ30.08050.52
γ40.20542.03
γ5-0.2980-3.25
γ60.16991.93
γ70.00520.07
γ8-0.0395-0.45
γ9-0.1331-1.18
γ100.19312.26
Estimation Period:
Jan 2, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts