V-Lab: Inpex Corp GJR-GARCH Volatility Analysis

V-Lab

Inpex Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:23.88% (-0.47%)

Analysis last updated: Thursday, July 31, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1447	13.88
$α$	0.0543	16.16
$β$	0.8915	195.98
$γ$	0.0610	7.71

Estimation Period:
Nov 17, 2004 to Jul 25, 2025

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