V-Lab: Surge Energy Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Surge Energy Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:40.45% (-1.25%)

Analysis last updated: Wednesday, May 15, 2024 at 01:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2053	8.64
$α$	0.0772	26.43
$β$	0.9098	245.51
$γ$	0.0846	3.04
$δ$	2.2444	34.36

Estimation Period:
Sep 9, 1998 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts