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

V-Lab

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V-Lab

Infineon Technologies AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:34.67% (+0.04%)

Analysis last updated: Friday, April 19, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9038	3.38
$α$	0.0708	7.48
$β$	0.8934	61.01
$γ_{1}$	-0.2765	-3.55
$γ_{2}$	0.5050	4.70
$γ_{3}$	-0.3764	-5.64
$γ_{4}$	0.1882	2.77
$γ_{5}$	-0.0090	-0.14
$γ_{6}$	-0.0461	-0.86
$γ_{7}$	0.0098	0.27

Estimation Period:
Mar 10, 2000 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts