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Param	Value	t-stat
ωconst	0.9210	7.31***
αARCH	0.0937	5.84***
βGARCH	0.8783	45.00***

γ₁	-0.0272	-2.40**
γ₂	0.0529	2.83***
γ₃	-0.0648	-2.71***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9210	7.31***
α ARCH Response to squared shocks	0.0937	5.84***
β GARCH Volatility persistence	0.8783	45.00***

γ₁	-0.0272	-2.40**
γ₂	0.0529	2.83***
γ₃	-0.0648	-2.71***

V-Lab

Inpex Corp Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Inpex Corp Analyses