V-Lab: Himax Technologies Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Himax Technologies Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:80.92% (+19.78%)

Analysis last updated: Friday, December 5, 2025 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3513	5.50
$α$	0.1279	5.55
$β$	0.6638	10.33
$γ_{1}$	0.6078	3.69
$γ_{2}$	-1.0875	-3.85
$γ_{3}$	1.0084	3.89
$γ_{4}$	-0.9680	-4.66
$γ_{5}$	0.6903	4.71
$γ_{6}$	-0.4243	-2.63
$γ_{7}$	0.4614	2.47
$γ_{8}$	-0.7645	-4.49
$γ_{9}$	0.9200	5.81
$γ_{10}$	-0.6096	-4.48

Estimation Period:
Mar 31, 2006 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts