V-Lab
Pengrowth Energy Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, January 9th, 2020:132.89% (-8.86%)
Analysis last updated: Monday, March 1, 2021 at 07:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0658 | 14.31 | |
| 0.1219 | 30.73 | |
| 0.8781 | 259.02 |
Estimation Period:
Jul 27, 2004 to Jan 3, 2020
Jul 27, 2004 to Jan 3, 2020
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