V-Lab: Inpex Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Inpex Corp APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:26.99% (-0.83%)

Analysis last updated: Sunday, May 19, 2024 at 02:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0794	11.32
$α$	0.0720	19.65
$β$	0.9172	222.41
$γ$	0.2187	9.41
$δ$	1.5136	26.19

Estimation Period:
Nov 17, 2004 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts