V-Lab
Pengrowth Energy Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 9th, 2020:17.05% (-1.47%)
Analysis last updated: Monday, March 1, 2021 at 08:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.2476 | 6.29 | |
| 0.1145 | 66.62 | |
| 0.9947 | 1296.86 | |
| 4 | 52.95 |
Estimation Period:
Jul 27, 2004 to Jan 3, 2020
Jul 27, 2004 to Jan 3, 2020
Other Pengrowth Energy Corp Analyses