V-Lab: Infineon Technologies AG GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Infineon Technologies AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:40.94% (-1.35%)

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
$ω$	0.0847	15.20
$α$	0.0269	15.70
$β$	0.9247	513.15
$γ$	0.0747	15.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts