V-Lab: Surge Energy Inc MF2-GARCH Volatility Analysis

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V-Lab

Surge Energy Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:34.81% (-3.38%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1231	17.44
$β$	0.6557	33.66
$γ$	0.0843	6.29
$λ_{1}$	0.0330	1.22
$λ_{2}$	0.0251	2.36
$λ_{3}$	0.9728	72.62

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts