Obsidian Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.96% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 13.32 | |
| 0.0452 | 16.85 | |
| 0.9331 | 500.05 | |
| 0.0393 | 7.74 |
Estimation Period:
Aug 26, 2004 to Feb 6, 2026
Aug 26, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Obsidian Energy Ltd Analyses
Other GJR-GARCH Analyses on Equities