V-Lab: Inpex Corp GJR-GARCH Volatility Analysis

V-Lab

Inpex Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:44.99% (+20.49%)

Analysis last updated: Wednesday, June 25, 2025 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1383	13.79
$α$	0.0528	15.94
$β$	0.8931	199.12
$γ$	0.0637	8.00

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

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Volatility Forecasts

Volatility Forecasts