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

V-Lab

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V-Lab

Secure Energy Services Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:20.97% (-0.70%)

Analysis last updated: Friday, May 3, 2024 at 01:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6263	3.56
$α$	0.0830	4.18
$β$	0.7869	15.31
$γ_{1}$	0.4095	0.88
$γ_{2}$	-0.9806	-1.50
$γ_{3}$	1.3170	3.06
$γ_{4}$	-1.3210	-3.70
$γ_{5}$	0.5739	1.46
$γ_{6}$	0.0327	0.09
$γ_{7}$	0.6498	2.20
$γ_{8}$	-1.7403	-4.74
$γ_{9}$	1.7307	3.60
$γ_{10}$	-1.7598	-1.80

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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