Skip to main content
V-Lab

Energys Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

162.79%

decreased by 8.16%

1 Week

214.70%

increased by 43.75%

1 Month

268.03%

increased by 97.08%

Analysis last updated: Friday, July 24, 2026 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Energys Group Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 1, 2025 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days. Returns follow a Student-t distribution with v = 2.14 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

339.5655
1.94*
α

ARCH

Response to squared shocks

0.2627
7.03***
β

GARCH

Volatility persistence

0.7969
8.15***
ν

DF

Student-t tail thickness

2.1377
34.63***

Persistence:

0.797

Half-life:

3 days