V-Lab: AGL Energy Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

AGL Energy Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:26.32% (-0.28%)

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
$ω$	0.0091	10.86
$α$	0.0275	19.12
$β$	0.9725	664.29
$γ$	0.0783	3.27
$δ$	1.4945	27.57

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts