V-Lab
Calfrac Well Services Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:42.73% (-1.21%)
Analysis last updated: Friday, May 3, 2024 at 01:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1629 | 3.03 | |
| 0.1050 | 7.04 | |
| 0.8505 | 45.00 | |
| -0.0290 | -0.76 | |
| -0.0390 | -0.70 | |
| 0.1689 | 3.85 | |
| -0.1686 | -4.64 | |
| 0.1469 | 4.24 | |
| -0.1238 | -3.61 | |
| -0.0369 | -0.55 |
Estimation Period:
Jan 2, 1996 to Apr 19, 2024
Jan 2, 1996 to Apr 19, 2024
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