V-Lab: AGL Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

AGL Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:28.94% (-0.66%)

Analysis last updated: Thursday, May 2, 2024 at 04:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5092	7.04
$α$	0.0792	5.83
$β$	0.7783	17.98
$γ_{1}$	0.0263	0.82
$γ_{2}$	0.0160	0.34
$γ_{3}$	-0.1361	-4.50
$γ_{4}$	0.2183	7.78
$γ_{5}$	-0.2185	-5.83
$γ_{6}$	0.1281	3.73
$γ_{7}$	-0.0221	-0.77
$γ_{8}$	-0.0054	-0.19
$γ_{9}$	-0.0256	-1.24

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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Volatility Forecasts