AGL Energy Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
27.02%
decreased by 1.00%
1 Week
27.51%
decreased by 0.51%
1 Month
28.13%
increased by 0.11%
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 | |
|---|---|---|
| 1.4507 | 7.43 | |
| 0.0820 | 5.70 | |
| 0.7073 | 11.76 | |
| 0.0262 | 0.99 | |
| 0.0005 | 0.01 | |
| -0.0990 | -3.70 | |
| 0.1890 | 8.14 | |
| -0.2289 | -8.69 | |
| 0.1763 | 6.19 | |
| -0.0616 | -2.43 | |
| -0.0198 | -0.72 | |
| 0.0169 | 0.74 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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