AGL Energy Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.16% (-10.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1075 | 19.75 | |
| 0.5809 | 29.00 | |
| 0.0328 | 3.29 | |
| 0.0242 | 1.01 | |
| 0.0703 | 2.72 | |
| 0.9192 | 24.69 |
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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