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

V-Lab

Inpex Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:26.77% (-0.55%)

Analysis last updated: Friday, September 26, 2025 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0749	9.07
$α$	0.0896	5.44
$β$	0.8883	46.61
$γ_{1}$	0.0002	0.28

Estimation Period:
Nov 17, 2004 to Sep 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts