AGL Energy Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.86% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 9.52 | |
| 0.0499 | 21.00 | |
| 0.9963 | 2,435.87 | |
| -0.0095 | -4.49 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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