V-Lab: Precision Drilling Corp MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Precision Drilling Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:35.56% (-0.57%)

Analysis last updated: Friday, April 26, 2024 at 02:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0235	16.33
$β$	0.9334	198.89
$γ$	0.0491	12.21
$λ_{1}$	0.0189	8.06
$λ_{2}$	0.0169	4.37
$λ_{3}$	0.9813	238.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts