Infosys Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:73.65% (+27.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4682 | 10.95 | |
| 0.1397 | 4.49 | |
| 0.6007 | 7.82 | |
| -0.2020 | -6.12 | |
| 0.3340 | 6.09 | |
| -0.1754 | -3.42 | |
| 0.0555 | 1.12 | |
| -0.0467 | -1.04 | |
| 0.1143 | 2.41 | |
| -0.1670 | -2.96 | |
| 0.2179 | 2.38 |
Estimation Period:
Mar 11, 1999 to Feb 6, 2026
Mar 11, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts