V-Lab
Inpex Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:25.08% (-0.57%)
Analysis last updated: Tuesday, November 12, 2024 at 09:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1394 | 12.25 | |
| 0.0448 | 14.49 | |
| 0.9021 | 200.48 | |
| 0.0598 | 7.63 |
Estimation Period:
Nov 17, 2004 to Nov 8, 2024
Nov 17, 2004 to Nov 8, 2024