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, June 15th, 2026
1 Day
96.91%
decreased by 1.62%
1 Week
109.14%
increased by 10.61%
1 Month
148.30%
increased by 49.77%
Analysis last updated: Friday, June 12, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.97 | |
| 0.3877 | 7.56 | |
| 0.7805 | 16.82 | |
| -0.3366 | -6.67 |
Estimation Period:
Apr 1, 2025 to Jun 12, 2026
Apr 1, 2025 to Jun 12, 2026
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