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 Wednesday, November 12th, 2025:75.73% (-5.59%)

Analysis last updated: Tuesday, November 11, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3613	5.48
$α$	0.1271	5.56
$β$	0.6698	10.75
$γ_{1}$	0.6236	3.73
$γ_{2}$	-1.1150	-3.90
$γ_{3}$	1.0298	3.96
$γ_{4}$	-0.9820	-4.73
$γ_{5}$	0.6955	4.69
$γ_{6}$	-0.4289	-2.56
$γ_{7}$	0.4719	2.45
$γ_{8}$	-0.7723	-4.39
$γ_{9}$	0.9114	5.43
$γ_{10}$	-0.5927	-4.06

Estimation Period:
Mar 31, 2006 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts