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, November 12th, 2024:27.24% (-0.50%)

Analysis last updated: Tuesday, November 12, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8758	7.31
$α$	0.0801	5.64
$β$	0.8932	47.10
$γ_{1}$	-0.0319	-2.40
$γ_{2}$	0.0547	2.78
$γ_{3}$	-0.0323	-2.97

Estimation Period:
Nov 17, 2004 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts