V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

V-Lab

Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:53.77% (+30.07%)

Analysis last updated: Wednesday, June 25, 2025 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0683	13.45
$β$	0.6934	32.97
$γ$	0.1096	11.08
$λ_{1}$	0.0787	1.91
$λ_{2}$	0.0655	2.37
$λ_{3}$	0.9213	26.73

Estimation Period:
Nov 17, 2004 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts