V-Lab
Inpex Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:34.75% (+1.50%)
Analysis last updated: Friday, April 19, 2024 at 12:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1118 | 10.82 | |
| 0.0383 | 13.52 | |
| 0.9174 | 233.67 | |
| 0.0512 | 7.49 |
Estimation Period:
Nov 17, 2004 to Apr 12, 2024
Nov 17, 2004 to Apr 12, 2024