V-Lab: Trican Well Service Ltd APARCH Volatility Analysis

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V-Lab

Trican Well Service Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:33.71% (+1.54%)

Analysis last updated: Wednesday, May 8, 2024 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0639	11.97
$α$	0.0522	27.39
$β$	0.9437	604.17
$γ$	0.2419	14.15
$δ$	1.7607	30.89

Estimation Period:
Dec 11, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts