V-Lab: AGL Energy Ltd Asy. Power MEM Volatility Analysis

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V-Lab

AGL Energy Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:26.95% (+0.74%)

Analysis last updated: Thursday, May 2, 2024 at 04:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0575	28.86
$α$	0.1616	56.96
$β$	0.8168	253.36
$γ$	0.0126	2.04
$δ$	1.3865	38.51

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts