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Param	Value	t-stat
ωconst	0.1492	3.63***
αARCH	0.0604	4.08***
βGARCH	0.8904	48.48***
γleverage	0.0504	1.66*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1492	3.63***
α ARCH Response to squared shocks	0.0604	4.08***
β GARCH Volatility persistence	0.8904	48.48***
γ leverage Additional response to negative shocks	0.0504	1.66*

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Inpex Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Inpex Corp Analyses