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

V-Lab

Inpex Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:33.42% (-1.35%)

Analysis last updated: Sunday, August 31, 2025 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0668	9.02
$α$	0.0890	5.44
$β$	0.8891	46.97
$γ_{1}$	0.0001	0.19

Estimation Period:
Nov 17, 2004 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts