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{name} Model Equation

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Param	Value	t-stat
mwindow	126
αARCH	0.0672	2.33**
βGARCH	0.0000	0.00
γleverage	-0.0204	-0.67
λ₁tau intercept	0.2327	0.77
λ₂forecast adj.	0.0040	0.98
λ₃tau persistence	0.9746	225.76***

Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0672	2.33**
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.0204	-0.67
λ₁ tau intercept Baseline long-term coefficient	0.2327	0.77
λ₂ forecast adj. Forecast performance sensitivity	0.0040	0.98
λ₃ tau persistence Long-term factor persistence	0.9746	225.76***

V-Lab

Energys Group Ltd MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Energys Group Ltd Analyses