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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8909	4.37***
α ARCH Response to squared shocks	0.0542	2.83***
β GARCH Volatility persistence	0.8228	9.63***

γ₁	1.6554	1.94*
γ₂	-2.5264	-2.01**
γ₃	2.1600	3.06***
γ₄	-3.0209	-4.75***
γ₅	2.6709	3.61***
γ₆	-1.8802	-2.77***
γ₇	1.7806	2.65***
γ₈	-0.7619	-1.19
γ₉	-0.4842	-0.72

V-Lab

SandRidge Energy, Inc. Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SandRidge Energy, Inc. Analyses