V-Lab: Trican Well Service Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Trican Well Service Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:32.25% (-0.71%)

Analysis last updated: Tuesday, May 7, 2024 at 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2637	4.79
$α$	0.0620	6.20
$β$	0.9136	76.91
$γ_{1}$	-0.0706	-2.42
$γ_{2}$	0.1550	3.57
$γ_{3}$	-0.1499	-4.66
$γ_{4}$	0.1325	4.69
$γ_{5}$	-0.1266	-5.14
$γ_{6}$	0.0817	4.56

Estimation Period:
Dec 11, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts