Precision Drilling Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.14% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 13.98 | |
| 0.0283 | 17.28 | |
| 0.9476 | 671.58 | |
| 0.0413 | 11.52 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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