Obsidian Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.91% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 12.06 | |
| 0.0359 | 17.32 | |
| 0.9476 | 811.26 | |
| 0.0330 | 8.22 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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