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

V-Lab

Himax Technologies Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:50.33% (+1.79%)

Analysis last updated: Wednesday, June 18, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4286	5.26
$α$	0.1209	5.48
$β$	0.7207	14.02
$γ_{1}$	0.6976	3.78
$γ_{2}$	-1.2404	-3.96
$γ_{3}$	1.1190	4.11
$γ_{4}$	-1.0259	-4.85
$γ_{5}$	0.6905	4.13
$γ_{6}$	-0.4211	-2.03
$γ_{7}$	0.4827	2.10
$γ_{8}$	-0.7327	-3.43
$γ_{9}$	0.7399	3.38
$γ_{10}$	-0.3908	-2.04

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

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Volatility Forecasts

Volatility Forecasts