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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8838	4.34***
α ARCH Response to squared shocks	0.0541	2.80***
β GARCH Volatility persistence	0.8219	9.49***

γ₁	1.6137	1.89*
γ₂	-2.4574	-1.95*
γ₃	2.1098	2.99***
γ₄	-2.9805	-4.69***
γ₅	2.6455	3.58***
γ₆	-1.8806	-2.79***
γ₇	1.8276	2.76***
γ₈	-0.9046	-1.50
γ₉	-0.0822	-0.22

V-Lab

SandRidge Energy, Inc. Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SandRidge Energy, Inc. Analyses