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V-Lab

Calfrac Well Services Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:53.07% (-2.23%)
Analysis last updated: Saturday, February 21, 2026 at 03:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Calfrac Well Services Ltd SGARCH
paramt-stat
ω1.30545.19
α0.10176.88
β0.840236.15
γ10.08810.85
γ2-0.2317-1.34
γ30.17621.52
γ40.08821.11
γ5-0.2774-4.02
γ60.32184.02
γ7-0.2446-2.87
γ80.12081.65
γ9-0.2142-2.65
γ100.48962.62
Estimation Period:
Jan 2, 1996 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts