AGL Energy Ltd MEM Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.84% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0656 | 13.05 | |
| 0.1563 | 41.94 | |
| 0.8147 | 272.85 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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