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V-Lab

Inpex Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

33.74%

increased by 0.25%

1 Week

34.04%

increased by 0.55%

1 Month

35.05%

increased by 1.56%

Analysis last updated: Saturday, August 22, 2026 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Inpex Corp S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 17, 2004 to Aug 21, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 31 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0556
9.09***
α

ARCH

Response to squared shocks

0.0894
5.49***
β

GARCH

Volatility persistence

0.8886
47.36***
γi Spline Coefficients
K=1
γ10.0000
0.06

Persistence:

0.978

Half-life:

31 days