V-Lab
V-Lab
AusNet Services AGARCH Volatility Analysis
Volatility Prediction for Monday, February 7th, 2022:19.52% (-0.73%)

Analysis last updated: Tuesday, July 19, 2022 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AusNet Services AGARCH
paramt-stat
ω0.08469.47
α0.089526.20
β0.8648156.32
γ0.471911.60
Estimation Period:
Dec 14, 2005 to Feb 4, 2022
Impact of return on volatility tomorrow
Volatility Forecasts