V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

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Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:28.18% (+0.16%)

Analysis last updated: Thursday, November 13, 2025 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0655	13.56
$β$	0.7137	35.39
$γ$	0.1031	10.91
$λ_{1}$	0.1238	1.65
$λ_{2}$	0.0883	1.80
$λ_{3}$	0.8901	14.22

Estimation Period:
Nov 17, 2004 to Nov 7, 2025

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