V-Lab: Precision Drilling Corp GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Precision Drilling Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:34.40% (-0.60%)

Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0537	13.58
$α$	0.0295	17.48
$β$	0.9469	651.27
$γ$	0.0410	11.23

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts