V-Lab
Peyto Exploration & Development Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:24.98% (-0.05%)
Analysis last updated: Thursday, April 25, 2024 at 01:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 11.28 | |
| 0.0322 | 16.99 | |
| 0.9408 | 682.25 | |
| 0.0480 | 9.56 |
Estimation Period:
Dec 8, 1997 to Apr 19, 2024
Dec 8, 1997 to Apr 19, 2024
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