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
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 0.994, 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
| Parameter | Value | t-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
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