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

V-Lab

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V-Lab

Surge Energy Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:33.42% (-2.14%)

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
$ω$	1.5496	5.24
$α$	0.1160	4.34
$β$	0.8131	19.97
$γ_{1}$	0.0135	0.09
$γ_{2}$	-0.2223	-0.87
$γ_{3}$	0.7248	3.42
$γ_{4}$	-1.0424	-4.91
$γ_{5}$	0.7802	5.61
$γ_{6}$	-0.1769	-1.71
$γ_{7}$	-0.3371	-2.64
$γ_{8}$	0.6373	4.61
$γ_{9}$	-0.7627	-4.47
$γ_{10}$	0.4992	1.93

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

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Volatility Forecasts

Volatility Forecasts