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 Friday, April 19th, 2024:27.02% (-2.36%)

Analysis last updated: Saturday, April 20, 2024 at 02:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7311	5.87
$α$	0.1695	6.16
$β$	0.7365	20.49
$γ_{1}$	0.1379	4.77
$γ_{2}$	-0.2364	-5.77
$γ_{3}$	0.1426	4.82
$γ_{4}$	-0.0342	-0.95
$γ_{5}$	-0.0375	-0.81
$γ_{6}$	0.0499	1.11
$γ_{7}$	-0.0269	-1.01

Estimation Period:
Jun 14, 1993 to Apr 16, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts