V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

V-Lab

Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:23.68% (+1.07%)

Analysis last updated: Thursday, June 19, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0691	13.53
$β$	0.6922	32.84
$γ$	0.1091	11.01
$λ_{1}$	0.0793	1.91
$λ_{2}$	0.0656	2.37
$λ_{3}$	0.9212	26.65

Estimation Period:
Nov 17, 2004 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts