AGL Energy Ltd MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
2.76%
decreased by 16.98%
1 Week
2.81%
decreased by 16.93%
1 Month
3.05%
decreased by 16.69%
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 | |
|---|---|---|
| 36 | ||
| 0.7482 | 7,481,630.00 | |
| 0.0018 | 18,370.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.8989 | 18,988,750.00 | |
| 0.0254 | 253,830.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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