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Param	Value	t-stat
ωconst	0.1477	3.61***
αARCH	0.0600	4.08***
βGARCH	0.8913	48.73***
γleverage	0.0495	1.64

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1477	3.61***
α ARCH Response to squared shocks	0.0600	4.08***
β GARCH Volatility persistence	0.8913	48.73***
γ leverage Additional response to negative shocks	0.0495	1.64

V-Lab

Inpex Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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