V-Lab: Enerflex Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Enerflex Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:46.06% (+7.47%)

Analysis last updated: Thursday, May 9, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.9291	3.11
$α$	0.0640	25.06
$β$	0.9873	249.38
$ν$	4	10.50

Estimation Period:
Jun 3, 2011 to May 3, 2024