V-Lab
Inpex Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:24.50% (-0.43%)
Analysis last updated: Thursday, November 21, 2024 at 01:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1392 | 12.26 | |
| 0.0450 | 14.55 | |
| 0.9020 | 200.35 | |
| 0.0598 | 7.63 |
Estimation Period:
Nov 17, 2004 to Nov 15, 2024
Nov 17, 2004 to Nov 15, 2024