V-Lab: Inpex Corp GJR-GARCH Volatility Analysis

V-Lab

Inpex Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 30th, 2025:25.76% (+0.36%)

Analysis last updated: Friday, May 30, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1377	13.64
$α$	0.0522	15.83
$β$	0.8942	199.45
$γ$	0.0629	7.92

Estimation Period:
Nov 17, 2004 to May 23, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts