V-Lab
V-Lab
Inpex Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:26.02% (-0.67%)
Analysis last updated: Sunday, September 14, 2025 at 01:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Inpex Corp GJR-GARCH
paramt-stat
ω0.147813.84
α0.053016.07
β0.8914195.97
γ0.06257.80
Estimation Period:
Nov 17, 2004 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts