Precision Drilling Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.08% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 15.16 | |
| 0.0295 | 18.06 | |
| 0.9459 | 630.18 | |
| 0.0386 | 10.79 |
Estimation Period:
Nov 15, 1996 to Feb 6, 2026
Nov 15, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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