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

V-Lab

Inpex Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:25.51% (-0.83%)

Analysis last updated: Sunday, June 1, 2025 at 01:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0832	8.76
$α$	0.0886	5.37
$β$	0.8911	47.37
$γ_{1}$	0.0002	0.27

Estimation Period:
Nov 17, 2004 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts