AGL Energy Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.35% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 12.36 | |
| 0.0192 | 27.17 | |
| 0.9770 | 1,101.47 | |
| 0.2030 | 3.21 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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