AGL Energy Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.92% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 8.09 | |
| 0.0456 | 20.48 | |
| 0.9966 | 2,561.95 | |
| -0.0105 | -5.13 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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