V-Lab: Infineon Technologies AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Infineon Technologies AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:38.45% (-1.33%)

Analysis last updated: Saturday, May 4, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9056	3.42
$α$	0.0704	7.46
$β$	0.8938	61.08
$γ_{1}$	-0.2733	-3.57
$γ_{2}$	0.5004	4.73
$γ_{3}$	-0.3757	-5.72
$γ_{4}$	0.1909	2.84
$γ_{5}$	-0.0120	-0.19
$γ_{6}$	-0.0453	-0.84
$γ_{7}$	0.0102	0.28

Estimation Period:
Mar 10, 2000 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts