V-Lab
Pengrowth Energy Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, January 9th, 2020:149.60% (-17.39%)
Analysis last updated: Monday, March 1, 2021 at 07:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0386 | 13.34 | |
| 0.2501 | 29.79 | |
| 0.9875 | 797.62 | |
| -0.0491 | -7.30 |
Estimation Period:
Jul 27, 2004 to Jan 3, 2020
Jul 27, 2004 to Jan 3, 2020
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