V-Lab
Oil Search Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 13th, 2021:35.47% (+0.87%)
Analysis last updated: Wednesday, July 20, 2022 at 02:53 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 9.69 | |
| 0.0310 | 14.59 | |
| 0.9444 | 686.83 | |
| 0.0486 | 12.20 |
Estimation Period:
Jan 1, 1990 to Dec 10, 2021
Jan 1, 1990 to Dec 10, 2021
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