V-Lab: Inpex Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Inpex Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.81% (-0.55%)

Analysis last updated: Sunday, April 21, 2024 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8577	6.97
$α$	0.0675	6.20
$β$	0.9109	59.44
$γ_{1}$	-0.0363	-2.41
$γ_{2}$	0.0624	2.76
$γ_{3}$	-0.0370	-2.86

Estimation Period:
Nov 17, 2004 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts