V-Lab
Inpex Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
31.80%
decreased by 0.03%
1 Week
32.20%
increased by 0.37%
1 Month
33.55%
increased by 1.72%
Analysis last updated: Saturday, August 22, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 2004 to Aug 21, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 84% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1488 | 14.48*** |
α ARCH Response to squared shocks | 0.0601 | 16.26*** |
β GARCH Volatility persistence | 0.8905 | 193.93*** |
γ leverage Additional response to negative shocks | 0.0507 | 6.68*** |
Persistence:
0.976
Half-life:
29 days
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