V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

V-Lab

Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:29.76% (-1.37%)

Analysis last updated: Sunday, August 31, 2025 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0661	13.59
$β$	0.7099	34.36
$γ$	0.1035	10.81
$λ_{1}$	0.1309	1.60
$λ_{2}$	0.0925	1.74
$λ_{3}$	0.8851	13.05

Estimation Period:
Nov 17, 2004 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts