SPI Energy Co Ltd Spline-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
3,799.05%
decreased by 205.52%
1 Week
3,831.48%
decreased by 173.09%
1 Month
3,958.54%
decreased by 46.03%
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 | |
|---|---|---|
| 1.0374 | 0.00 | |
| 0.1077 | 0.00 | |
| 0.8923 | 0.00 | |
| 3.8421 | 0.00 | |
| -10.2913 | 0.00 | |
| 9.0545 | 0.00 | |
| 0.1675 | 0.00 | |
| -8.3946 | 0.00 | |
| 9.6193 | 0.00 | |
| -5.9125 | 0.00 | |
| 4.2218 | 0.00 | |
| -2.7871 | 0.00 | |
| 0.6378 | 0.00 |
Estimation Period:
Jan 8, 2016 to May 15, 2026
Jan 8, 2016 to May 15, 2026
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