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Peyto Exploration & Development Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.59% (+2.37%)
Analysis last updated: Saturday, February 21, 2026 at 04:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peyto Exploration & Development Corp S0GARCH
paramt-stat
ω3.22926.44
α0.07297.47
β0.882457.32
γ1-0.0786-1.96
γ20.22603.51
γ3-0.1926-3.26
γ40.04810.86
γ50.01320.29
γ60.04311.08
γ7-0.1968-4.94
γ80.20986.92
Estimation Period:
Dec 8, 1997 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts