V-Lab: Infosys Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Infosys Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.25% (-1.71%)

Analysis last updated: Sunday, April 21, 2024 at 01:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7293	5.88
$α$	0.1689	6.15
$β$	0.7371	20.54
$γ_{1}$	0.1379	4.76
$γ_{2}$	-0.2363	-5.77
$γ_{3}$	0.1425	4.82
$γ_{4}$	-0.0343	-0.95
$γ_{5}$	-0.0373	-0.81
$γ_{6}$	0.0496	1.10
$γ_{7}$	-0.0265	-1.00

Estimation Period:
Jun 14, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts