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

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V-Lab

Inpex Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:35.18% (-0.93%)

Analysis last updated: Sunday, April 28, 2024 at 02:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8584	6.98
$α$	0.0673	6.19
$β$	0.9111	59.49
$γ_{1}$	-0.0360	-2.40
$γ_{2}$	0.0619	2.75
$γ_{3}$	-0.0367	-2.85

Estimation Period:
Nov 17, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts