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

V-Lab

Himax Technologies Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 29th, 2025:41.73% (-0.34%)

Analysis last updated: Monday, July 28, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1347	17.72
$β$	0.6381	13.43
$γ$	-0.0249	-1.94
$λ_{1}$	0.4289	0.76
$λ_{2}$	0.0710	0.97
$λ_{3}$	0.9003	8.38

Estimation Period:
Mar 31, 2006 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts