IRM Energy Limited GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
41.53%
decreased by 0.39%
1 Week
43.06%
increased by 1.14%
1 Month
44.55%
increased by 2.63%
Analysis last updated: Thursday, May 21, 2026 at 07:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1509 | 7.52 | |
| 0.0942 | 4.58 | |
| 0.6530 | 17.93 | |
| -0.0252 | -0.71 |
Estimation Period:
Oct 26, 2023 to May 15, 2026
Oct 26, 2023 to May 15, 2026
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