V-Lab
Peyto Exploration & Development Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:21.95% (-0.82%)
Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2489 | 6.59 | |
| 0.0808 | 7.29 | |
| 0.8669 | 49.58 | |
| -0.0550 | -1.65 | |
| 0.1929 | 3.81 | |
| -0.1978 | -4.53 | |
| 0.0791 | 1.79 | |
| 0.0066 | 0.17 | |
| -0.0069 | -0.19 | |
| -0.2097 | -4.05 |
Estimation Period:
Dec 8, 1997 to Apr 19, 2024
Dec 8, 1997 to Apr 19, 2024
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