Suncor Energy Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.50% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 14.35 | |
| 0.0226 | 13.64 | |
| 0.9413 | 484.20 | |
| 0.0529 | 10.69 |
Estimation Period:
Dec 1, 1993 to Feb 13, 2026
Dec 1, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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