V-Lab: Precision Drilling Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Precision Drilling Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:34.33% (-0.88%)

Analysis last updated: Thursday, May 9, 2024 at 12:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0258	4.24
$α$	0.0517	7.36
$β$	0.9289	85.07
$γ_{1}$	-0.1649	-2.31
$γ_{2}$	0.3122	2.90
$γ_{3}$	-0.2724	-4.39
$γ_{4}$	0.2081	4.59
$γ_{5}$	-0.0914	-1.87
$γ_{6}$	-0.0174	-0.35
$γ_{7}$	0.0721	1.45
$γ_{8}$	-0.0720	-1.48
$γ_{9}$	-0.0675	-1.00

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts