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

V-Lab

Himax Technologies Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:134.71% (-0.28%)

Analysis last updated: Tuesday, May 20, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4214	6.33
$α$	0.1267	5.43
$β$	0.5771	7.31
$γ_{1}$	0.7850	4.85
$γ_{2}$	-1.3868	-4.96
$γ_{3}$	1.2177	4.90
$γ_{4}$	-1.0866	-5.66
$γ_{5}$	0.7058	4.74
$γ_{6}$	-0.3774	-2.07
$γ_{7}$	0.3690	1.87
$γ_{8}$	-0.4852	-2.70
$γ_{9}$	0.1770	1.09
$γ_{10}$	1.0721	5.37

Estimation Period:
Mar 31, 2006 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts