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 Monday, April 22nd, 2024:35.24% (+0.60%)

Analysis last updated: Saturday, April 20, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9049	3.40
$α$	0.0708	7.48
$β$	0.8933	60.96
$γ_{1}$	-0.2754	-3.56
$γ_{2}$	0.5033	4.71
$γ_{3}$	-0.3760	-5.66
$γ_{4}$	0.1888	2.79
$γ_{5}$	-0.0094	-0.15
$γ_{6}$	-0.0469	-0.87
$γ_{7}$	0.0111	0.31

Estimation Period:
Mar 10, 2000 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts