SPI Energy Co Ltd GJR-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
2,390.77%
decreased by 35.79%
1 Week
2,390.87%
decreased by 35.69%
1 Month
2,391.27%
decreased by 35.29%
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 | |
|---|---|---|
| 0.9491 | 2.17 | |
| 0.0026 | 2.37 | |
| 0.9707 | 221.72 | |
| 0.0534 | 5.80 |
Estimation Period:
Jan 8, 2016 to May 15, 2026
Jan 8, 2016 to May 15, 2026
Other SPI Energy Co Ltd Analyses
Other GJR-GARCH Analyses on Equities