Origin Energy Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.37% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8525 | 6.37 | |
| 0.0591 | 6.61 | |
| 0.8988 | 52.07 | |
| -0.0135 | -0.35 | |
| 0.0687 | 1.28 | |
| -0.1376 | -4.06 | |
| 0.1618 | 3.92 | |
| -0.1526 | -2.64 | |
| 0.1257 | 2.09 | |
| -0.0628 | -1.26 | |
| -0.0024 | -0.05 | |
| -0.0096 | -0.12 |
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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