V-Lab: Origin Energy Ltd Spline-GARCH Volatility Analysis

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V-Lab

Origin Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:14.38% (-0.53%)

Analysis last updated: Thursday, May 16, 2024 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8075	6.25
$α$	0.0709	6.54
$β$	0.8722	41.39
$γ_{1}$	-0.0334	-0.74
$γ_{2}$	0.0901	1.44
$γ_{3}$	-0.0916	-1.95
$γ_{4}$	0.0044	0.09
$γ_{5}$	0.1107	1.96
$γ_{6}$	-0.1944	-2.50
$γ_{7}$	0.2370	2.50
$γ_{8}$	-0.2223	-2.66
$γ_{9}$	0.2083	2.71
$γ_{10}$	-0.3683	-3.04

Estimation Period:
Jan 1, 1990 to May 10, 2024

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