AGL Energy Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.83% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1039 | 18.84 | |
| 0.5695 | 27.57 | |
| 0.0405 | 4.00 | |
| 0.0243 | 0.92 | |
| 0.0772 | 2.69 | |
| 0.9128 | 22.04 |
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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