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Peyto Exploration & Development Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.83% (-0.93%)
Analysis last updated: Tuesday, February 24, 2026 at 02:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peyto Exploration & Development Corp SGARCH
paramt-stat
ω3.18256.40
α0.07307.48
β0.881556.89
γ1-0.0863-2.15
γ20.23873.71
γ3-0.2014-3.43
γ40.05470.99
γ50.00730.16
γ60.05161.27
γ7-0.2138-4.62
γ80.25373.54
Estimation Period:
Dec 8, 1997 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts