V-Lab: Precision Drilling Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Precision Drilling Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:40.56% (+1.36%)

Analysis last updated: Wednesday, April 24, 2024 at 12:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5696	5.68
$α$	0.0524	8.03
$β$	0.9376	116.53
$γ_{1}$	0.0077	4.34
$γ_{2}$	-0.0098	-4.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts