V-Lab: Inpex Corp GJR-GARCH Volatility Analysis

V-Lab

Inpex Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 22nd, 2025:27.86% (+0.77%)

Analysis last updated: Thursday, May 22, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1370	13.57
$α$	0.0519	15.78
$β$	0.8947	199.22
$γ$	0.0626	7.91

Estimation Period:
Nov 17, 2004 to May 16, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts