Vermilion Energy Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.26% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 11.51 | |
| 0.0335 | 15.85 | |
| 0.9423 | 689.86 | |
| 0.0483 | 11.35 |
Estimation Period:
Jun 27, 1996 to Feb 20, 2026
Jun 27, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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