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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 2004 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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