Peyto Exploration & Development Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.38% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0386 | 11.59 | |
| 0.0312 | 17.22 | |
| 0.9420 | 708.31 | |
| 0.0466 | 9.70 |
Estimation Period:
Dec 8, 1997 to Feb 6, 2026
Dec 8, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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