Vermilion Energy Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.64% (+4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 11.47 | |
| 0.0334 | 15.78 | |
| 0.9424 | 689.37 | |
| 0.0485 | 11.40 |
Estimation Period:
Jun 27, 1996 to Jan 30, 2026
Jun 27, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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