ARC Resources Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.13% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 17.79 | |
| 0.0470 | 21.43 | |
| 0.9186 | 541.60 | |
| 0.0572 | 10.55 |
Estimation Period:
Jul 11, 1996 to Feb 6, 2026
Jul 11, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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