Peyto Exploration & Development Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.29% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 11.56 | |
| 0.0311 | 17.20 | |
| 0.9421 | 709.44 | |
| 0.0467 | 9.72 |
Estimation Period:
Dec 8, 1997 to Feb 13, 2026
Dec 8, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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