V-Lab
Kina Petroleum Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 4th, 2019:181.43% (-12.21%)
Analysis last updated: Monday, March 1, 2021 at 05:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5037 | 8.80 | |
| 0.1294 | 4.92 | |
| 0.8745 | 85.73 | |
| -0.0221 | -0.72 |
Estimation Period:
Dec 19, 2011 to Mar 29, 2019
Dec 19, 2011 to Mar 29, 2019
News Impact Curve
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