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V-Lab

AGL Energy Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.87% (+1.55%)
Analysis last updated: Saturday, February 7, 2026 at 07:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AGL Energy Ltd S0GARCH
paramt-stat
ω1.47217.36
α0.08435.79
β0.712912.24
γ10.02791.03
γ20.00030.01
γ3-0.1043-3.79
γ40.19618.23
γ5-0.2328-8.49
γ60.17405.95
γ7-0.0555-2.13
γ8-0.0266-0.96
γ90.02210.98
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts