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V-Lab

Origin Energy Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.15% (-0.99%)
Analysis last updated: Saturday, February 21, 2026 at 05:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Origin Energy Ltd S0GARCH
paramt-stat
ω0.85456.19
α0.05916.64
β0.900552.41
γ1-0.0061-0.16
γ20.05260.96
γ3-0.1193-3.42
γ40.14343.36
γ5-0.1358-2.26
γ60.10891.74
γ7-0.0425-0.80
γ8-0.0301-0.60
γ90.04371.23
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts