V-Lab: Inpex Corp MF2-GARCH Volatility Analysis

V-Lab

Inpex Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:28.32% (-0.55%)

Analysis last updated: Friday, September 26, 2025 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0662	13.63
$β$	0.7127	35.33
$γ$	0.1036	10.92
$λ_{1}$	0.1239	1.65
$λ_{2}$	0.0886	1.81
$λ_{3}$	0.8899	14.23

Estimation Period:
Nov 17, 2004 to Sep 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts