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V-Lab

Origin Energy Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.52% (-0.97%)
Analysis last updated: Thursday, February 19, 2026 at 06:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Origin Energy Ltd SGARCH
paramt-stat
ω0.80845.97
α0.06096.63
β0.895950.40
γ1-0.0267-0.69
γ20.08641.59
γ3-0.1436-4.24
γ40.16373.98
γ5-0.1529-2.65
γ60.12512.08
γ7-0.0611-1.23
γ8-0.0056-0.11
γ9-0.0001-0.00
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts