V-Lab: Trican Well Service Ltd AGARCH Volatility Analysis

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V-Lab

Trican Well Service Ltd AGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:35.81% (-0.72%)

Analysis last updated: Friday, April 19, 2024 at 02:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0747	8.80
$α$	0.0644	37.01
$β$	0.9239	511.29
$γ$	0.9646	15.19

Estimation Period:
Dec 11, 1996 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts