V-Lab
V-Lab

Savanna Energy Services Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 26th, 2017:41.31% (+0.50%)

Analysis last updated: Friday, June 23, 2017 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Savanna Energy Services Corp S0GARCH
paramt-stat
ω1.68353.82
α0.10668.27
β0.862260.03
γ10.32222.14
γ2-0.2894-1.23
γ3-0.1114-0.54
γ40.02330.12
γ50.26741.80
γ6-0.3406-3.79
Estimation Period:
Jun 5, 2000 to Jun 23, 2017
Impact of return on volatility tomorrow
Volatility Forecasts