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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 2004 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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