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{name} Model Equation

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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	283.4330	0.50
αARCH	0.2555	1.88*
βGARCH	0.8069	2.25**
νDF	2.1466	8.67***

Parameter	Value	t-statistic
ω const Unconditional variance weight	283.4330	0.50
α ARCH Response to squared shocks	0.2555	1.88*
β GARCH Volatility persistence	0.8069	2.25**
ν DF Student-t tail thickness	2.1466	8.67***

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