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{name} Model Equation

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Param	Value	t-stat
ωconst	5.9076	1.56
αARCH	0.0672	6.44***
βGARCH	0.9858	98.07***
νDF	6.6852	1.27

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.9076	1.56
α ARCH Response to squared shocks	0.0672	6.44***
β GARCH Volatility persistence	0.9858	98.07***
ν DF Student-t tail thickness	6.6852	1.27

V-Lab

Inpex Corp GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Inpex Corp Analyses