AGL Energy Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.12% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3281 | 5.50 | |
| 0.0477 | 25.96 | |
| 0.9891 | 509.32 | |
| 5.1249 | 7.61 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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