V-Lab: Inpex Corp Asy. Power MEM Volatility Analysis

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V-Lab

Inpex Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:31.75% (-1.59%)

Analysis last updated: Tuesday, November 12, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0887	20.71
$α$	0.2270	62.23
$β$	0.7434	180.87
$γ$	0.0063	0.99
$δ$	0.8083	15.97

Estimation Period:
Nov 17, 2004 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts