AGL Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.57% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 8.55 | |
| 0.0135 | 11.95 | |
| 0.9850 | 1,360.49 | |
| 0.0001 | 0.06 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGL Energy Ltd Analyses
Other GJR-GARCH Analyses on International Equities