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V-Lab

JX Energy Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 16th, 2024:138.89% (-7.88%)
Analysis last updated: Monday, January 15, 2024 at 04:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of JX Energy Ltd S0GARCH
paramt-stat
ω0.62581.65
α0.20252.34
β0.51903.63
γ16.36040.57
γ2-12.7968-0.84
γ314.51821.51
γ4-22.5832-2.42
γ536.25473.99
γ6-38.1860-3.35
γ728.07292.67
γ8-24.2574-2.49
γ920.15482.07
γ10-9.4787-1.53
Estimation Period:
Mar 10, 2017 to Jan 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts