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

V-Lab

| |

V-Lab

Infosys Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.75% (-0.70%)

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
$ω$	1.7294	5.88
$α$	0.1690	6.15
$β$	0.7370	20.52
$γ_{1}$	0.1375	4.76
$γ_{2}$	-0.2359	-5.77
$γ_{3}$	0.1427	4.86
$γ_{4}$	-0.0350	-0.98
$γ_{5}$	-0.0364	-0.80
$γ_{6}$	0.0487	1.08
$γ_{7}$	-0.0258	-0.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts