Baytex Energy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:42.94% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 6.20 | |
| 0.0372 | 12.62 | |
| 0.9365 | 564.47 | |
| 0.0528 | 7.78 |
Estimation Period:
Sep 8, 2003 to Feb 27, 2026
Sep 8, 2003 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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