AGL Energy Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.87% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4721 | 7.36 | |
| 0.0843 | 5.79 | |
| 0.7129 | 12.24 | |
| 0.0279 | 1.03 | |
| 0.0003 | 0.01 | |
| -0.1043 | -3.79 | |
| 0.1961 | 8.23 | |
| -0.2328 | -8.49 | |
| 0.1740 | 5.95 | |
| -0.0555 | -2.13 | |
| -0.0266 | -0.96 | |
| 0.0221 | 0.98 |
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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