Energys Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
120.01%
increased by 0.36%
1 Week
132.68%
increased by 13.03%
1 Month
135.91%
increased by 16.26%
Analysis last updated: Tuesday, July 14, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 2025 to Jul 10, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2380 | 1.98** |
α ARCH Response to squared shocks | 0.2376 | 2.21** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=9
| γ1 | -301.4899 | -1.62 |
| γ2 | 385.6824 | 1.39 |
| γ3 | -119.5789 | -0.89 |
| γ4 | 125.4686 | 1.25 |
| γ5 | -212.6940 | -1.35 |
| γ6 | 154.1639 | 0.94 |
| γ7 | -5.3741 | -0.05 |
| γ8 | -7.6342 | -0.09 |
| γ9 | -37.0431 | -0.69 |
Persistence:
0.238
Half-life:
0 days
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