JX Energy Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 16th, 2024:232.70% (-8.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6532 | 2.14 | |
| 0.2199 | 2.17 | |
| 0.1092 | 0.64 | |
| 8.6264 | 1.02 | |
| -15.1102 | -1.30 | |
| 12.8032 | 1.71 | |
| -17.8193 | -2.44 | |
| 30.0320 | 4.01 | |
| -33.0193 | -3.53 | |
| 24.9490 | 2.86 | |
| -20.9647 | -2.52 | |
| 13.8759 | 1.58 | |
| 5.0076 | 0.60 |
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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