V-Lab: Infineon Technologies AG Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Infineon Technologies AG Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.73% (-2.43%)

Analysis last updated: Saturday, April 20, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1377	25.11
$α$	0.1271	33.12
$β$	0.8133	282.68
$γ$	0.0819	13.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts