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V-Lab

Origin Energy Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.37% (+0.31%)
Analysis last updated: Saturday, February 7, 2026 at 08:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Origin Energy Ltd SGARCH
paramt-stat
ω0.85256.37
α0.05916.61
β0.898852.07
γ1-0.0135-0.35
γ20.06871.28
γ3-0.1376-4.06
γ40.16183.92
γ5-0.1526-2.64
γ60.12572.09
γ7-0.0628-1.26
γ8-0.0024-0.05
γ9-0.0096-0.12
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts