V-Lab
AGL Energy Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:10.81% (-16.78%)
Analysis last updated: Thursday, May 2, 2024 at 04:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 1.0000 | 9999900.00 | |
| 0.0171 | 171370.00 | |
| -0.0343 | -342540.00 | |
| 1.6535 | 50.40 | |
| 0.1342 | 51.27 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other AGL Energy Ltd Analyses