V-Lab
V-Lab
TMK Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 4th, 2024:248.77% (+18.22%)

Analysis last updated: Thursday, July 4, 2024 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TMK Energy Ltd GJR-GARCH
paramt-stat
ω0.23171.97
α0.01093.11
β0.9700262.86
γ0.03845.70
Estimation Period:
Jul 10, 2008 to Jun 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts