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, March 5th, 2025:24.45% (+0.88%)

Analysis last updated: Wednesday, March 5, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0699	8.41
$α$	0.0791	5.18
$β$	0.9041	51.47
$γ_{1}$	0.0001	0.18

Estimation Period:
Nov 17, 2004 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts