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V-Lab

Inpex Corp AGARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

33.99%

decreased by 1.74%

1 Week

34.36%

decreased by 1.37%

1 Month

35.56%

decreased by 0.17%

Analysis last updated: Saturday, August 8, 2026 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Inpex Corp AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 17, 2004 to Aug 7, 2026

Model Insight

The news-impact curve is shifted (γ = 0.28) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1844
17.74***
α

ARCH

Response to squared shocks

0.1020
25.19***
β

GARCH

Volatility persistence

0.8674
180.93***
γ

leverage

Additional response to negative shocks

0.2801
4.81***

Persistence:

0.969

Half-life:

22 days