V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:28.17% (+2.15%)

Analysis last updated: Sunday, November 10, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0519	11.65
$β$	0.7760	39.64
$γ$	0.0876	10.28
$λ_{1}$	0.1600	1.48
$λ_{2}$	0.0880	1.47
$λ_{3}$	0.8838	11.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts