V-Lab
SandRidge Energy, Inc. Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
30.57%
decreased by 0.29%
1 Week
31.66%
increased by 0.80%
1 Month
33.70%
increased by 2.84%
Analysis last updated: Saturday, September 12, 2026 at 12:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 4, 2016 to Sep 11, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 5 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.8777 | 4.19*** |
| αARCH | 0.0581 | 2.95*** |
| βGARCH | 0.8233 | 9.84*** |
Spline Coefficients
K=9
| γ1 | 1.4112 | 1.68* |
| γ2 | -2.0824 | -1.66* |
| γ3 | 1.6984 | 2.38** |
| γ4 | -2.5374 | -4.52*** |
| γ5 | 2.3197 | 3.53*** |
| γ6 | -1.6847 | -2.72*** |
| γ7 | 1.8957 | 2.87*** |
| γ8 | -1.3690 | -2.15** |
| γ9 | 0.4001 | 1.00 |
0.881
Persistence5d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8777 | 4.19*** |
α ARCH Response to squared shocks | 0.0581 | 2.95*** |
β GARCH Volatility persistence | 0.8233 | 9.84*** |
Spline Coefficients
K=9
| γ1 | 1.4112 | 1.68* |
| γ2 | -2.0824 | -1.66* |
| γ3 | 1.6984 | 2.38** |
| γ4 | -2.5374 | -4.52*** |
| γ5 | 2.3197 | 3.53*** |
| γ6 | -1.6847 | -2.72*** |
| γ7 | 1.8957 | 2.87*** |
| γ8 | -1.3690 | -2.15** |
| γ9 | 0.4001 | 1.00 |
Persistence:
0.881
Half-life:
5 days
Other SandRidge Energy, Inc. Analyses
Other Zero Slope Spline-GARCH Analyses on Equities