AGL Energy Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
27.48%
decreased by 0.17%
1 Week
27.47%
decreased by 0.18%
1 Month
27.44%
decreased by 0.21%
Analysis last updated: Thursday, May 21, 2026 at 05:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 8.73 | |
| 0.0131 | 12.06 | |
| 0.9852 | 1,385.64 | |
| 0.0003 | 0.17 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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