SPI Energy Co Ltd AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 22nd, 2026
1 Day
5,706.00%
decreased by 356.90%
1 Week
6,688.46%
increased by 625.56%
1 Month
14,410.89%
increased by 8,347.99%
Analysis last updated: Saturday, May 23, 2026 at 04:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2872 | -0.53 | |
| 0.2737 | 11.77 | |
| 0.8857 | 148.51 | |
| 1.2464 | 2.26 |
Estimation Period:
Jan 8, 2016 to May 15, 2026
Jan 8, 2016 to May 15, 2026
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