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

V-Lab

| |

V-Lab

Surge Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:29.77% (-0.87%)

Analysis last updated: Thursday, April 25, 2024 at 01:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5306	5.21
$α$	0.1146	4.35
$β$	0.8156	20.18
$γ_{1}$	0.0104	0.07
$γ_{2}$	-0.2196	-0.85
$γ_{3}$	0.7222	3.40
$γ_{4}$	-1.0266	-4.90
$γ_{5}$	0.7457	5.58
$γ_{6}$	-0.1306	-1.22
$γ_{7}$	-0.3860	-2.94
$γ_{8}$	0.6871	5.22
$γ_{9}$	-0.8196	-6.16
$γ_{10}$	0.5988	5.89

Estimation Period:
Sep 9, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts