V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

V-Lab

Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:22.41% (-0.87%)

Analysis last updated: Sunday, June 1, 2025 at 01:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0686	13.48
$β$	0.6929	32.84
$γ$	0.1091	11.01
$λ_{1}$	0.0795	1.90
$λ_{2}$	0.0651	2.37
$λ_{3}$	0.9215	26.70

Estimation Period:
Nov 17, 2004 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts