Origin Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.28% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 14.04 | |
| 0.0210 | 10.53 | |
| 0.9460 | 442.69 | |
| 0.0375 | 9.10 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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