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V-Lab

Inpex Corp Asy. Power MEM Volatility Analysis

Volatility prediction for Friday, August 7th, 2026

1 Day

36.64%

decreased by 0.21%

1 Week

34.02%

decreased by 2.83%

1 Month

28.02%

decreased by 8.83%

Analysis last updated: Friday, August 7, 2026 at 07:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Inpex Corp APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 17, 2004 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. The volatility power δ = 0.82 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0972
21.60***
α

ARCH

Response to squared shocks

0.2395
67.27***
β

GARCH

Volatility persistence

0.7279
178.10***
γ

leverage

Additional response to negative shocks

-0.0068
-1.13
δ

power

Transformation power

0.8246
17.12***

Persistence:

0.918

Half-life:

8 days