Inertia is inherent property of matter and does not depend on the velocity of this matter.
As defined by Newton's First law of motion.
Inertia is the inherent tendency of an object to continue to be either in its state of rest or of uniform motion in a straight line unless compelled by an external force to change its state.
We see that while defining inertia there is no dependence on any other physical attribute including change of velocity.
As such inertia of an object remains unchanged when its velocity is changed.