ProPetro Holding Corp. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:61.27% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6553 | 12.74 | |
| 0.0858 | 5.27 | |
| 0.8672 | 85.91 | |
| 0.0318 | 1.64 |
Estimation Period:
Mar 17, 2017 to Feb 6, 2026
Mar 17, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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