Origin Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.28% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 13.75 | |
| 0.0204 | 10.44 | |
| 0.9474 | 447.09 | |
| 0.0368 | 9.06 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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