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

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V-Lab

Trican Well Service Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.68% (-0.68%)

Analysis last updated: Saturday, April 20, 2024 at 01:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2652	4.82
$α$	0.0622	6.19
$β$	0.9132	76.44
$γ_{1}$	-0.0710	-2.44
$γ_{2}$	0.1557	3.59
$γ_{3}$	-0.1501	-4.67
$γ_{4}$	0.1320	4.67
$γ_{5}$	-0.1251	-5.07
$γ_{6}$	0.0802	4.44

Estimation Period:
Dec 11, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts