V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

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Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:31.77% (-2.17%)

Analysis last updated: Friday, October 17, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0656	13.58
$β$	0.7143	35.63
$γ$	0.1036	10.95
$λ_{1}$	0.1235	1.66
$λ_{2}$	0.0876	1.81
$λ_{3}$	0.8911	14.45

Estimation Period:
Nov 17, 2004 to Oct 10, 2025

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