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

V-Lab

Inpex Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:27.31% (+1.02%)

Analysis last updated: Sunday, August 10, 2025 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.8831	6.25
$α$	0.0689	25.52
$β$	0.9856	392.99
$ν$	6.6822	5.14

Estimation Period:
Nov 17, 2004 to Aug 8, 2025