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 2nd, 2025:25.05% (-1.09%)

Analysis last updated: Sunday, June 1, 2025 at 01:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.9124	6.35
$α$	0.0689	25.55
$β$	0.9857	400.84
$ν$	6.7596	5.09

Estimation Period:
Nov 17, 2004 to May 30, 2025