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{name} Model Equation

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Param	Value	t-stat
ωconst	0.4111	4.60***
αARCH	0.2457	2.37**
βGARCH	0.0000	0.00

γ₁	-152.3432	-2.04**
γ₂	194.8567	1.56
γ₃	-11.4371	-0.12
γ₄	-94.8704	-1.02
γ₅	78.6601	0.94
γ₆	28.4005	0.48
γ₇	-86.2161	-1.86*
γ₈	59.7796	1.72*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4111	4.60***
α ARCH Response to squared shocks	0.2457	2.37**
β GARCH Volatility persistence	0.0000	0.00

γ₁	-152.3432	-2.04**
γ₂	194.8567	1.56
γ₃	-11.4371	-0.12
γ₄	-94.8704	-1.02
γ₅	78.6601	0.94
γ₆	28.4005	0.48
γ₇	-86.2161	-1.86*
γ₈	59.7796	1.72*

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