V-Lab: Inpex Corp GAS-GARCH Student T Volatility Analysis

V-Lab

Inpex Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:27.09% (-0.88%)

Analysis last updated: Saturday, May 10, 2025 at 02:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.9489	6.24
$α$	0.0683	25.70
$β$	0.9859	398.81
$ν$	6.7615	5.02

Estimation Period:
Nov 17, 2004 to May 5, 2025