ProPetro Holding Corp. EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:68.59% (+3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0766 | 11.37 | |
| 0.1916 | 10.87 | |
| 0.9772 | 472.78 | |
| -0.0332 | -2.43 |
Estimation Period:
Mar 17, 2017 to Feb 13, 2026
Mar 17, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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