V-Lab
Calfrac Well Services Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:51.48% (-3.44%)
Analysis last updated: Thursday, May 2, 2024 at 02:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 87.0867 | 6.73 | |
| 0.0835 | 76.45 | |
| 0.9981 | 3642.60 | |
| 4 | 39.03 |
Estimation Period:
Jan 2, 1996 to Apr 19, 2024
Jan 2, 1996 to Apr 19, 2024
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