AGL Energy Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.75% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3233 | 5.44 | |
| 0.0469 | 26.28 | |
| 0.9895 | 520.77 | |
| 5.1184 | 7.66 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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