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 Tuesday, January 7th, 2025:20.82% (+1.25%)

Analysis last updated: Tuesday, January 7, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0448	8.41
$α$	0.0800	5.19
$β$	0.9016	49.78
$γ_{1}$	0.0000	0.04

Estimation Period:
Nov 17, 2004 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts