V-Lab: Infosys Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Infosys Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:16.69% (+1.01%)

Analysis last updated: Thursday, May 9, 2024 at 02:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7615	6.11
$α$	0.1731	6.15
$β$	0.7267	19.94
$γ_{1}$	0.1425	5.09
$γ_{2}$	-0.2436	-6.12
$γ_{3}$	0.1471	5.10
$γ_{4}$	-0.0361	-1.02
$γ_{5}$	-0.0424	-0.93
$γ_{6}$	0.0726	1.53
$γ_{7}$	-0.1034	-2.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts