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

V-Lab

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V-Lab

Precision Drilling Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:33.79% (-0.57%)

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
$ω$	1.1532	4.99
$α$	0.0515	7.17
$β$	0.9292	81.01
$γ_{1}$	-0.0789	-1.53
$γ_{2}$	0.1673	2.06
$γ_{3}$	-0.1835	-3.54
$γ_{4}$	0.1958	5.08
$γ_{5}$	-0.1703	-4.86
$γ_{6}$	0.1196	3.30
$γ_{7}$	-0.0617	-1.66
$γ_{8}$	-0.0781	-1.39

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts