V-Lab: Infosys Ltd MF2-GARCH Volatility Analysis

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V-Lab

Infosys Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:20.92% (-0.17%)

Analysis last updated: Saturday, May 11, 2024 at 05:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1725	17.97
$β$	0.5101	34.77
$γ$	0.0665	5.33
$λ_{1}$	1.1410	1.91
$λ_{2}$	0.8069	2.94
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 14, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts