V-Lab: Trican Well Service Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Trican Well Service Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:29.18% (-0.80%)

Analysis last updated: Thursday, May 9, 2024 at 12:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2578	4.83
$α$	0.0621	6.20
$β$	0.9127	75.59
$γ_{1}$	-0.0710	-2.46
$γ_{2}$	0.1552	3.62
$γ_{3}$	-0.1475	-4.63
$γ_{4}$	0.1231	4.30
$γ_{5}$	-0.1006	-3.43
$γ_{6}$	0.0154	0.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts