Energys Group Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, July 6th, 2026
1 Day
156.30%
decreased by 15.53%
1 Week
164.16%
decreased by 7.67%
1 Month
192.43%
increased by 20.60%
Analysis last updated: Thursday, July 2, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.03 | |
| 0.3800 | 7.66 | |
| 0.7847 | 17.72 | |
| -0.3293 | -6.61 |
Estimation Period:
Apr 1, 2025 to Jul 2, 2026
Apr 1, 2025 to Jul 2, 2026
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