V-Lab: Secure Energy Services Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Secure Energy Services Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:34.39% (+4.55%)

Analysis last updated: Friday, April 26, 2024 at 02:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5168	3.29
$α$	0.0688	3.96
$β$	0.8544	23.43
$γ_{1}$	-0.1995	-0.86
$γ_{2}$	0.3938	1.17
$γ_{3}$	-0.5293	-3.26
$γ_{4}$	0.7428	7.02
$γ_{5}$	-0.7734	-5.72
$γ_{6}$	0.5134	4.11

Estimation Period:
Mar 30, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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