V-Lab
Inpex Corp Asy. MEM Volatility Analysis
Volatility prediction for Friday, August 7th, 2026
1 Day
36.29%
decreased by 0.67%
1 Week
36.49%
decreased by 0.47%
1 Month
37.14%
increased by 0.18%
Analysis last updated: Friday, August 7, 2026 at 07:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 2004 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1971 | 30.22*** |
α ARCH Response to squared shocks | 0.2260 | 36.18*** |
β GARCH Volatility persistence | 0.7495 | 207.49*** |
γ leverage Additional response to negative shocks | -0.0147 | -1.52 |
Persistence:
0.968
Half-life:
21 days
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