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

V-Lab

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V-Lab

Surge Energy Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:39.11% (+12.31%)

Analysis last updated: Wednesday, May 1, 2024 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5580	5.28
$α$	0.1159	4.29
$β$	0.8120	19.63
$γ_{1}$	0.0223	0.14
$γ_{2}$	-0.2383	-0.93
$γ_{3}$	0.7387	3.51
$γ_{4}$	-1.0481	-5.08
$γ_{5}$	0.7692	5.86
$γ_{6}$	-0.1531	-1.41
$γ_{7}$	-0.3611	-2.71
$γ_{8}$	0.6467	4.57
$γ_{9}$	-0.7361	-4.26
$γ_{10}$	0.3936	1.57

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts