SPI Energy Co Ltd GARCH 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
2,033.30%
decreased by 28.22%
1 Week
2,033.39%
decreased by 28.13%
1 Month
2,033.75%
decreased by 27.77%
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 | |
|---|---|---|
| 0.7327 | 3.48 | |
| 0.0272 | 6.24 | |
| 0.9728 | 212.44 |
Estimation Period:
Jan 8, 2016 to May 15, 2026
Jan 8, 2016 to May 15, 2026
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