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{name} Model Equation

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Param	Value	t-stat
ωconst	0.4638	4.98***
αARCH	0.2335	2.35**
βGARCH	0.0000	0.00

γ₁	-132.7414	-2.20**
γ₂	174.6513	1.73*
γ₃	-17.4201	-0.23
γ₄	-91.0736	-1.28
γ₅	103.9481	1.51
γ₆	-17.9687	-0.34
γ₇	-58.5916	-1.54
γ₈	60.3117	2.23**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4638	4.98***
α ARCH Response to squared shocks	0.2335	2.35**
β GARCH Volatility persistence	0.0000	0.00

γ₁	-132.7414	-2.20**
γ₂	174.6513	1.73*
γ₃	-17.4201	-0.23
γ₄	-91.0736	-1.28
γ₅	103.9481	1.51
γ₆	-17.9687	-0.34
γ₇	-58.5916	-1.54
γ₈	60.3117	2.23**

V-Lab

Energys Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Energys Group Ltd Analyses