ProPetro Holding Corp. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.78% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6915 | 4.59 | |
| 0.1018 | 2.51 | |
| 0.7397 | 9.53 | |
| 0.4127 | 0.77 | |
| -0.1979 | -0.24 | |
| -1.1379 | -2.10 | |
| 1.6958 | 3.67 | |
| -1.5826 | -3.91 | |
| 2.0478 | 4.81 | |
| -2.5041 | -3.25 |
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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