V-Lab: Precision Drilling Corp AGARCH Volatility Analysis

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V-Lab

Precision Drilling Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:36.25% (-1.22%)

Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0479	6.68
$α$	0.0670	53.92
$β$	0.9254	665.25
$γ$	0.9032	19.84

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts