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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0165	3.52***
α ARCH Response to squared shocks	0.1148	20.11***
β GARCH Volatility persistence	0.9956	965.70***
γ leverage Additional response to negative shocks	-0.0436	-6.97***

V-Lab

SandRidge Energy, Inc. EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SandRidge Energy, Inc. Analyses