Peyto Exploration & Development Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:27.99% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 11.56 | |
| 0.0311 | 17.20 | |
| 0.9422 | 710.00 | |
| 0.0467 | 9.72 |
Estimation Period:
Dec 8, 1997 to Feb 20, 2026
Dec 8, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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