Vermilion Energy Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:48.46% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0898 | 6.16 | |
| 0.0352 | 5.37 | |
| 0.9242 | 164.50 | |
| 0.0622 | 7.81 |
Estimation Period:
Feb 13, 2003 to Feb 13, 2026
Feb 13, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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