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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0435	2.32**
αARCH	0.2387	2.39**
βGARCH	0.0000	0.00

γ₁	-41.1332	-1.93*
γ₂	83.0415	2.17**
γ₃	-91.2258	-2.76***
γ₄	90.9301	3.30***
γ₅	-67.0576	-3.24***
γ₆	36.6325	2.76***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0435	2.32**
α ARCH Response to squared shocks	0.2387	2.39**
β GARCH Volatility persistence	0.0000	0.00

γ₁	-41.1332	-1.93*
γ₂	83.0415	2.17**
γ₃	-91.2258	-2.76***
γ₄	90.9301	3.30***
γ₅	-67.0576	-3.24***
γ₆	36.6325	2.76***

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