V-Lab
Energys Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
67.12%
increased by 1.01%
1 Week
74.79%
increased by 8.68%
1 Month
76.85%
increased by 10.74%
Analysis last updated: Friday, August 21, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 2025 to Aug 21, 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. Short-run deviations decay with a half-life of 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4678 | 4.73*** |
α ARCH Response to squared shocks | 0.2722 | 2.52** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=7
| γ1 | -129.4718 | -2.54** |
| γ2 | 178.9662 | 2.08** |
| γ3 | -36.2012 | -0.61 |
| γ4 | -79.8306 | -1.59 |
| γ5 | 127.3543 | 2.39** |
| γ6 | -81.1657 | -1.84* |
| γ7 | 24.2560 | 0.96 |
Persistence:
0.272
Half-life:
1 days
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