Skip to main content
V-Lab

Inpex Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

38.28%

increased by 0.32%

1 Week

38.29%

increased by 0.33%

1 Month

38.33%

increased by 0.37%

Analysis last updated: Saturday, August 15, 2026 at 10:33 PM 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 Aug 14, 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 = 6.66 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

5.9309
6.19***
α

ARCH

Response to squared shocks

0.0675
25.70***
β

GARCH

Volatility persistence

0.9858
390.72***
ν

DF

Student-t tail thickness

6.6589
5.11***

Persistence:

0.986

Half-life:

48 days