V-Lab: Himax Technologies Inc MF2-GARCH Volatility Analysis

V-Lab

Himax Technologies Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:52.14% (+1.58%)

Analysis last updated: Wednesday, June 18, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1349	17.77
$β$	0.6393	13.75
$γ$	-0.0246	-1.91
$λ_{1}$	0.4132	0.77
$λ_{2}$	0.0679	1.00
$λ_{3}$	0.9047	9.02

Estimation Period:
Mar 31, 2006 to Jun 18, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts