V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

V-Lab

Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:57.36% (-7.12%)

Analysis last updated: Wednesday, April 16, 2025 at 02:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0598	12.57
$β$	0.7391	35.83
$γ$	0.0995	10.67
$λ_{1}$	0.1347	1.62
$λ_{2}$	0.0942	1.68
$λ_{3}$	0.8829	12.51

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts