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{name} Model Equation

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Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	393.0067	0.46
αARCH	0.2518	2.22**
βGARCH	0.8429	2.61***
νDF	2.0991	14.35***

Parameter	Value	t-statistic
ω const Unconditional variance weight	393.0067	0.46
α ARCH Response to squared shocks	0.2518	2.22**
β GARCH Volatility persistence	0.8429	2.61***
ν DF Student-t tail thickness	2.0991	14.35***

V-Lab

Energys Group Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Energys Group Ltd Analyses