Origin Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.72% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0463 | 13.69 | |
| 0.0204 | 10.44 | |
| 0.9475 | 447.55 | |
| 0.0368 | 9.06 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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