V-Lab
SandRidge Energy, Inc. GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
38.37%
increased by 1.21%
1 Week
38.61%
increased by 1.45%
1 Month
39.53%
increased by 2.37%
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 0.995, volatility shocks have a half-life of 148 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.22 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 13.7548 | 5.34*** |
α ARCH Response to squared shocks | 0.0510 | 38.44*** |
β GARCH Volatility persistence | 0.9953 | 1,284.31*** |
ν DF Student-t tail thickness | 5.2213 | 11.23*** |
Persistence:
0.995
Half-life:
148 days
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