V-Lab
Origin Energy Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:19.32% (-0.26%)
Analysis last updated: Thursday, May 16, 2024 at 07:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0570 | 11.52 | |
| 0.0574 | 30.58 | |
| 0.9219 | 370.38 | |
| 0.5376 | 6.78 |
Estimation Period:
Jan 1, 1990 to May 10, 2024
Jan 1, 1990 to May 10, 2024
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