JX Energy Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 16th, 2024:162.28% (-9.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 4.39 | |
| 0.1565 | 12.26 | |
| 0.9938 | 424.33 | |
| -0.0739 | -5.17 |
Estimation Period:
Mar 10, 2017 to Jan 12, 2024
Mar 10, 2017 to Jan 12, 2024
News Impact Curve
Volatility Forecasts
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