V-Lab: AGL Energy Ltd APARCH Volatility Analysis

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V-Lab

AGL Energy Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:28.24% (+0.17%)

Analysis last updated: Thursday, May 16, 2024 at 07:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0086	10.72
$α$	0.0266	19.03
$β$	0.9734	692.31
$γ$	0.0682	2.90
$δ$	1.5274	28.01

Estimation Period:
Jan 1, 1990 to May 10, 2024

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Volatility Forecasts

Volatility Forecasts