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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0774	5.86***
α ARCH Response to squared shocks	0.0365	8.77***
β GARCH Volatility persistence	0.9413	261.48***
γ leverage Additional response to negative shocks	0.0366	4.21***

V-Lab

SandRidge Energy, Inc. GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SandRidge Energy, Inc. Analyses