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 Tuesday, May 26th, 2026
1 Day
116.83%
decreased by 8.35%
1 Week
127.15%
increased by 1.97%
1 Month
162.01%
increased by 36.83%
Analysis last updated: Friday, May 22, 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 | 1.83 | |
| 0.3730 | 6.26 | |
| 0.7905 | 17.36 | |
| -0.3270 | -5.29 |
Estimation Period:
Apr 1, 2025 to May 22, 2026
Apr 1, 2025 to May 22, 2026
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