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

V-Lab

Inpex Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:41.58% (+15.92%)

Analysis last updated: Wednesday, June 25, 2025 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0893	8.79
$α$	0.0890	5.37
$β$	0.8907	47.29
$γ_{1}$	0.0002	0.32

Estimation Period:
Nov 17, 2004 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts