V-Lab: Origin Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Origin Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:24.70% (+1.64%)

Analysis last updated: Friday, April 19, 2024 at 08:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8193	11.66
$α$	0.0635	6.96
$β$	0.9115	73.76
$γ_{1}$	-0.0004	-2.43

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts