Vermilion Energy Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:46.34% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 11.53 | |
| 0.0336 | 15.86 | |
| 0.9423 | 689.32 | |
| 0.0482 | 11.34 |
Estimation Period:
Jun 27, 1996 to Feb 13, 2026
Jun 27, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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