V-Lab
SandRidge Energy, Inc. MEM Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
29.77%
increased by 1.74%
1 Week
30.33%
increased by 2.30%
1 Month
32.37%
increased by 4.34%
Analysis last updated: Wednesday, August 5, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 4, 2016 to Jul 31, 2026Model Insight
With persistence 0.992, volatility shocks have a half-life of 90 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0939 | 5.55*** |
α ARCH Response to squared shocks | 0.1590 | 31.74*** |
β GARCH Volatility persistence | 0.8333 | 189.44*** |
Persistence:
0.992
Half-life:
90 days
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