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

V-Lab

Inpex Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:25.49% (+0.59%)

Analysis last updated: Sunday, June 22, 2025 at 01:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.9028	6.35
$α$	0.0691	25.59
$β$	0.9857	401.50
$ν$	6.7639	5.10

Estimation Period:
Nov 17, 2004 to Jun 20, 2025