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

V-Lab

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V-Lab

Infineon Technologies AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.30% (-3.29%)

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
$ω$	0.0382	16.00
$α$	0.1750	64.80
$β$	0.8183	288.75
$γ$	0.1517	21.60
$δ$	0.6437	13.74

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts