V-Lab
Crescent Point Energy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:21.97% (-0.68%)
Analysis last updated: Thursday, April 25, 2024 at 01:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 10.76 | |
| 0.0373 | 16.35 | |
| 0.9285 | 440.89 | |
| 0.0684 | 13.01 |
Estimation Period:
Sep 10, 2003 to Apr 19, 2024
Sep 10, 2003 to Apr 19, 2024
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