V-Lab: Enerflex Ltd GJR-GARCH Volatility Analysis

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V-Lab

Enerflex Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:33.30% (+0.16%)

Analysis last updated: Tuesday, April 23, 2024 at 02:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0257	6.51
$α$	0.0051	2.12
$β$	0.9732	742.30
$γ$	0.0369	9.44

Estimation Period:
Jun 3, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts