V-Lab: Inpex Corp Spline-GARCH Volatility Analysis

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Inpex Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:25.24% (-1.33%)

Analysis last updated: Sunday, November 9, 2025 at 01:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8721	7.62
$α$	0.0963	5.61
$β$	0.8681	39.32
$γ_{1}$	-0.0355	-3.05
$γ_{2}$	0.0676	3.59
$γ_{3}$	-0.0788	-3.76

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

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