Statistics show Bayern Munich has a higher percentage of winning than Inter Milan, because this is their home match, it will certainly be favored by many parties including bookies.
But I feel Inter Milan will have a tight resistance to Bayern Munich, there is still a possibility that Inter Milan can hold a draw where this is a surprise for them.
But I don't know the result of the match later.
This is the odds from the bookies.

Bayern Munich have a good H2H history vs Inter. This is correct. However it might not be that simple here... Another fact here is that Inter reached the CL finale in the recent years. By playing really smart thanks to Inzaghi.

In a comparison between Kompany and Inzaghi, my side is clear:
Inzaghi. Inter will play really defensive and rely on counter-attacks the most in the 1st leg. If they don't get a shocking loss then I believe in them to finish the job at Giuseppe Meazza.