SPI Energy Co Ltd EGARCH 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
1,941.98%
decreased by 40.56%
1 Week
1,978.11%
decreased by 4.43%
1 Month
2,134.22%
increased by 151.68%
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 | |
|---|---|---|
| 0.0183 | 2.43 | |
| 0.0747 | 7.89 | |
| 1.0000 | 1,236.09 | |
| -0.0758 | -7.58 |
Estimation Period:
Jan 8, 2016 to May 15, 2026
Jan 8, 2016 to May 15, 2026
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