V-Lab
Origin Energy Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:21.18% (-0.21%)
Analysis last updated: Friday, May 3, 2024 at 05:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8211 | 11.63 | |
| 0.0631 | 6.96 | |
| 0.9122 | 74.77 | |
| -0.0004 | -2.40 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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