V-Lab: Inpex Corp EGARCH Volatility Analysis

V-Lab

Inpex Corp EGARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:21.66% (-0.12%)

Analysis last updated: Thursday, June 12, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0538	11.88
$α$	0.1765	21.79
$β$	0.9712	441.46
$γ$	-0.0392	-7.45

Estimation Period:
Nov 17, 2004 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts