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Peyto Exploration & Development Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.07% (-0.23%)
Analysis last updated: Thursday, February 19, 2026 at 04:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Peyto Exploration & Development Corp S0GARCH
paramt-stat
ω3.44776.54
α0.07147.48
β0.889862.69
γ1-0.0236-0.77
γ20.13763.00
γ3-0.1701-4.61
γ40.07331.88
γ50.04281.17
γ6-0.1610-4.64
γ70.14756.18
Estimation Period:
Dec 8, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts