AGL Energy Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.60% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 8.96 | |
| 0.0134 | 23.78 | |
| 0.9851 | 1,389.40 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGL Energy Ltd Analyses
Other GARCH Analyses on International Equities