V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

V-Lab

Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:27.16% (-0.86%)

Analysis last updated: Wednesday, July 16, 2025 at 02:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0697	13.69
$β$	0.6890	32.23
$γ$	0.1070	10.81
$λ_{1}$	0.0848	1.87
$λ_{2}$	0.0645	2.30
$λ_{3}$	0.9212	25.87

Estimation Period:
Nov 17, 2004 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts