V-Lab: Surge Energy Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Surge Energy Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:49.02% (+19.10%)

Analysis last updated: Wednesday, May 1, 2024 at 01:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1229	17.38
$β$	0.6567	33.80
$γ$	0.0855	6.38
$λ_{1}$	0.0318	1.20
$λ_{2}$	0.0251	2.37
$λ_{3}$	0.9729	73.32

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts