V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:28.21% (+0.18%)

Analysis last updated: Friday, November 7, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0655	13.57
$β$	0.7139	35.41
$γ$	0.1029	10.90
$λ_{1}$	0.1240	1.65
$λ_{2}$	0.0882	1.80
$λ_{3}$	0.8902	14.23

Estimation Period:
Nov 17, 2004 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts