V-Lab: Infosys Ltd MF2-GARCH Volatility Analysis

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V-Lab

Infosys Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.04% (-0.21%)

Analysis last updated: Sunday, April 28, 2024 at 01:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1726	17.94
$β$	0.5089	34.69
$γ$	0.0664	5.31
$λ_{1}$	1.1492	1.89
$λ_{2}$	0.8056	2.88
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 14, 1993 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts