V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

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Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:29.09% (-1.10%)

Analysis last updated: Sunday, November 30, 2025 at 04:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0648	13.53
$β$	0.7148	35.20
$γ$	0.1024	10.87
$λ_{1}$	0.1259	1.63
$λ_{2}$	0.0887	1.77
$λ_{3}$	0.8895	13.92

Estimation Period:
Nov 17, 2004 to Nov 28, 2025

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