V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

V-Lab

Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:25.97% (+0.60%)

Analysis last updated: Sunday, May 11, 2025 at 05:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0691	13.51
$β$	0.6912	32.39
$γ$	0.1084	10.91
$λ_{1}$	0.0816	1.89
$λ_{2}$	0.0653	2.34
$λ_{3}$	0.9210	26.17

Estimation Period:
Nov 17, 2004 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts