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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 2004 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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