Skip to main content
V-Lab

Peyto Exploration & Development Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.29% (+1.86%)
Analysis last updated: Saturday, February 7, 2026 at 01:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peyto Exploration & Development Corp SGARCH
paramt-stat
ω3.17756.38
α0.07337.50
β0.881356.96
γ1-0.0869-2.15
γ20.23953.70
γ3-0.2013-3.41
γ40.05430.98
γ50.00720.16
γ60.05271.28
γ7-0.2145-4.59
γ80.25183.48
Estimation Period:
Dec 8, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts