V-Lab: Infosys Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Infosys Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.52% (-0.77%)

Analysis last updated: Thursday, May 2, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7300	5.88
$α$	0.1691	6.16
$β$	0.7369	20.52
$γ_{1}$	0.1375	4.76
$γ_{2}$	-0.2359	-5.77
$γ_{3}$	0.1428	4.86
$γ_{4}$	-0.0351	-0.98
$γ_{5}$	-0.0363	-0.79
$γ_{6}$	0.0484	1.08
$γ_{7}$	-0.0254	-0.96

Estimation Period:
Jun 14, 1993 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts