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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0919	3.32***
α ARCH Response to squared shocks	0.1023	27.72***
β GARCH Volatility persistence	0.8884	292.14***
γ leverage Additional response to negative shocks	1.0548	10.59***

V-Lab

SandRidge Energy, Inc. AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SandRidge Energy, Inc. Analyses