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V-Lab

Energys Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

133.90%

increased by 10.17%

1 Week

174.47%

increased by 50.74%

1 Month

213.82%

increased by 90.09%

Analysis last updated: Friday, August 21, 2026 at 09:47 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 Aug 21, 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 = 2.22 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

211.6929
2.18**
α

ARCH

Response to squared shocks

0.2695
6.83***
β

GARCH

Volatility persistence

0.7801
8.45***
ν

DF

Student-t tail thickness

2.2223
22.65***

Persistence:

0.780

Half-life:

3 days