V-Lab
Pengrowth Energy Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, January 9th, 2020:145.25% (-12.38%)
Analysis last updated: Thursday, January 9, 2020 at 12:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0781 | 12.12 | |
| 0.1573 | 39.24 | |
| 0.8481 | 260.47 | |
| 0.3066 | 8.23 |
Estimation Period:
Jul 27, 2004 to Jan 3, 2020
Jul 27, 2004 to Jan 3, 2020
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