V-Lab: AusNet Services MF2-GARCH Volatility Analysis

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V-Lab

AusNet Services MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 7th, 2022:0.00% (-6.12%)

Analysis last updated: Tuesday, July 19, 2022 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0000	0.03
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.0000	0.63

Estimation Period:
Dec 14, 2005 to Feb 4, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts