V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

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V-Lab

Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:33.09% (-1.33%)

Analysis last updated: Tuesday, April 30, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0427	10.21
$β$	0.8120	37.99
$γ$	0.0739	9.71
$λ_{1}$	0.1732	1.34
$λ_{2}$	0.0930	1.22
$λ_{3}$	0.8764	8.81

Estimation Period:
Nov 17, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts