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V-Lab

Calfrac Well Services Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:56.77% (-2.76%)
Analysis last updated: Thursday, February 19, 2026 at 03:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Calfrac Well Services Ltd SGARCH
paramt-stat
ω1.30585.20
α0.10166.91
β0.840736.47
γ10.08710.84
γ2-0.2298-1.33
γ30.17371.49
γ40.09181.14
γ5-0.2805-4.02
γ60.32253.98
γ7-0.2430-2.84
γ80.12071.65
γ9-0.2178-2.66
γ100.49072.63
Estimation Period:
Jan 2, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts