V-Lab: Himax Technologies Inc AGARCH Volatility Analysis

V-Lab

Himax Technologies Inc AGARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:53.20% (-1.72%)

Analysis last updated: Tuesday, May 20, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4889	17.75
$α$	0.0737	22.85
$β$	0.8946	240.75
$γ$	-0.3141	-1.88

Estimation Period:
Mar 31, 2006 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts