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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 2025 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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