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V-Lab

SandRidge Energy, Inc. GARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

36.42%

increased by 0.62%

1 Week

36.92%

increased by 1.12%

1 Month

38.77%

increased by 2.97%

Analysis last updated: Wednesday, August 5, 2026 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of SandRidge Energy, Inc. GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 4, 2016 to Jul 31, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 111 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1056
6.80***
α

ARCH

Response to squared shocks

0.0591
14.63***
β

GARCH

Volatility persistence

0.9347
228.26***

Persistence:

0.994

Half-life:

111 days