V-Lab
Savanna Energy Services Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 26th, 2017:29.28% (+1.00%)
Analysis last updated: Friday, June 23, 2017 at 08:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8715 | 4.21 | |
| 0.1177 | 8.44 | |
| 0.8299 | 44.52 | |
| 0.7361 | 3.98 | |
| -0.7745 | -2.72 | |
| 0.0451 | 0.22 | |
| -0.0925 | -0.60 | |
| 0.0462 | 0.28 | |
| 0.4740 | 2.37 | |
| -1.3063 | -3.95 |
Estimation Period:
Jun 5, 2000 to Jun 23, 2017
Jun 5, 2000 to Jun 23, 2017
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