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V-Lab

Inpex Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

38.14%

decreased by 0.49%

1 Week

38.15%

decreased by 0.48%

1 Month

38.21%

decreased by 0.42%

Analysis last updated: Sunday, July 26, 2026 at 03:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Inpex Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 17, 2004 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 48 trading days, meaning a shock loses half its impact after approximately 48 days. Returns follow a Student-t distribution with v = 6.63 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.9344
6.15***
α

ARCH

Response to squared shocks

0.0676
25.62***
β

GARCH

Volatility persistence

0.9857
387.93***
ν

DF

Student-t tail thickness

6.6268
5.13***

Persistence:

0.986

Half-life:

48 days