V-Lab: Infineon Technologies AG AGARCH Volatility Analysis

V-Lab

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V-Lab

Infineon Technologies AG AGARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:46.59% (-3.47%)

Analysis last updated: Saturday, May 18, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1618	18.96
$α$	0.1312	72.43
$β$	0.8382	668.99
$γ$	0.8567	23.61

Estimation Period:
Mar 10, 2000 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts