V-Lab: Inpex Corp APARCH Volatility Analysis

V-Lab

Inpex Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:23.98% (+1.00%)

Analysis last updated: Thursday, June 19, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0873	12.57
$α$	0.0916	21.16
$β$	0.8988	188.82
$γ$	0.2224	10.46
$δ$	1.3920	26.74

Estimation Period:
Nov 17, 2004 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts