V-Lab: Calfrac Well Services Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Calfrac Well Services Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:44.50% (+7.11%)

Analysis last updated: Wednesday, April 24, 2024 at 12:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2858	5.29
$α$	0.1047	6.83
$β$	0.8450	39.11
$γ_{1}$	0.0677	0.47
$γ_{2}$	-0.1824	-0.76
$γ_{3}$	0.0839	0.55
$γ_{4}$	0.2006	1.99
$γ_{5}$	-0.2967	-3.25
$γ_{6}$	0.1738	1.97
$γ_{7}$	-0.0006	-0.01
$γ_{8}$	-0.0356	-0.41
$γ_{9}$	-0.1378	-1.24
$γ_{10}$	0.1999	2.35

Estimation Period:
Jan 2, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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