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Param	Value	t-stat
ωconst	0.1484	3.62***
αARCH	0.0601	4.08***
βGARCH	0.8909	48.65***
γleverage	0.0500	1.65*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1484	3.62***
α ARCH Response to squared shocks	0.0601	4.08***
β GARCH Volatility persistence	0.8909	48.65***
γ leverage Additional response to negative shocks	0.0500	1.65*

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Inpex Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Inpex Corp Analyses