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
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 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
| Parameter | Value | t-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
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