Origin Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.58% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 13.97 | |
| 0.0208 | 10.51 | |
| 0.9464 | 444.51 | |
| 0.0374 | 9.12 |
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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