V-Lab
Pengrowth Energy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 9th, 2020:133.62% (-8.66%)
Analysis last updated: Monday, March 1, 2021 at 08:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 12.59 | |
| 0.0795 | 16.05 | |
| 0.8813 | 285.66 | |
| 0.0785 | 7.75 |
Estimation Period:
Jul 27, 2004 to Jan 3, 2020
Jul 27, 2004 to Jan 3, 2020
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