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V-Lab

Inpex Corp EGARCH Volatility Analysis

Volatility prediction for Friday, August 7th, 2026

1 Day

38.14%

decreased by 0.40%

1 Week

38.29%

decreased by 0.25%

1 Month

38.78%

increased by 0.24%

Analysis last updated: Friday, August 7, 2026 at 07:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Inpex Corp EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 17, 2004 to Jul 31, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 39% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0567
13.33***
α

ARCH

Response to squared shocks

0.1804
22.03***
β

GARCH

Volatility persistence

0.9699
452.39***
γ

leverage

Additional response to negative shocks

-0.0291
-5.45***

Persistence:

0.970

Half-life:

23 days