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

V-Lab

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V-Lab

Surge Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:29.39% (-1.33%)

Analysis last updated: Thursday, April 18, 2024 at 12:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5306	5.23
$α$	0.1140	4.34
$β$	0.8157	20.14
$γ_{1}$	0.0107	0.07
$γ_{2}$	-0.2184	-0.84
$γ_{3}$	0.7195	3.39
$γ_{4}$	-1.0256	-4.91
$γ_{5}$	0.7470	5.60
$γ_{6}$	-0.1333	-1.24
$γ_{7}$	-0.3833	-2.92
$γ_{8}$	0.6860	5.20
$γ_{9}$	-0.8216	-6.16
$γ_{10}$	0.6038	5.87

Estimation Period:
Sep 9, 1998 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts