V-Lab: Inpex Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Inpex Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:29.07% (-1.11%)

Analysis last updated: Wednesday, July 16, 2025 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0714	8.89
$α$	0.0885	5.40
$β$	0.8904	47.28
$γ_{1}$	0.0001	0.21

Estimation Period:
Nov 17, 2004 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts