AGL Energy Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.26% (+1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3115 | 5.53 | |
| 0.0467 | 26.65 | |
| 0.9897 | 543.79 | |
| 5.1862 | 7.65 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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