Permian Resources Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.03% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 11.48 | |
| 0.1510 | 17.55 | |
| 0.9903 | 1,038.07 | |
| -0.0265 | -4.17 |
Estimation Period:
Apr 22, 2016 to Feb 13, 2026
Apr 22, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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