ARC Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:45.13% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7014 | 6.00 | |
| 0.1007 | 9.30 | |
| 0.8662 | 59.98 | |
| -0.0723 | -2.58 | |
| 0.1498 | 3.71 | |
| -0.1537 | -6.12 | |
| 0.1469 | 5.95 | |
| -0.1188 | -5.36 | |
| 0.0595 | 3.74 |
Estimation Period:
Jul 11, 1996 to Feb 13, 2026
Jul 11, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other ARC Resources Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities