V-Lab
Peyto Exploration & Development Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:21.96% (-0.99%)
Analysis last updated: Thursday, May 9, 2024 at 12:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2530 | 6.58 | |
| 0.0807 | 7.30 | |
| 0.8674 | 49.82 | |
| -0.0540 | -1.63 | |
| 0.1913 | 3.79 | |
| -0.1973 | -4.54 | |
| 0.0794 | 1.80 | |
| 0.0071 | 0.18 | |
| -0.0100 | -0.27 | |
| -0.2064 | -3.99 |
Estimation Period:
Dec 8, 1997 to May 3, 2024
Dec 8, 1997 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Peyto Exploration & Development Corp Analyses