AGL Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.54% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 8.66 | |
| 0.0133 | 11.95 | |
| 0.9851 | 1,372.00 | |
| 0.0003 | 0.16 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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