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

V-Lab

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V-Lab

Inpex Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:27.39% (-0.35%)

Analysis last updated: Thursday, November 21, 2024 at 01:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8778	7.30
$α$	0.0803	5.63
$β$	0.8932	47.09
$γ_{1}$	-0.0317	-2.39
$γ_{2}$	0.0542	2.76
$γ_{3}$	-0.0319	-2.95

Estimation Period:
Nov 17, 2004 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts