V-Lab
AGL Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:30.03% (+2.86%)
Analysis last updated: Friday, April 19, 2024 at 08:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 8.94 | |
| 0.0184 | 14.15 | |
| 0.9800 | 1090.09 | |
| -0.0011 | -0.54 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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