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Infineon Technologies AG Asy. Power MEM Volatility Analysis

Volatility prediction for Monday, October 19th, 2026

1 Day

65.38%

decreased by 2.32%

1 Week

60.32%

decreased by 7.38%

1 Month

46.86%

decreased by 20.84%

Analysis last updated: Saturday, October 17, 2026 at 08:45 PM UTC

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Date Range:

from

10/16/2024

to

10/16/2026

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Infineon Technologies AG APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 10, 2000 to Oct 16, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 22% more than equivalent positive returns. The volatility power δ = 0.62 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

Leverage: Negative returns increase volatility 22% more than positive returnsδ = 0.62 · sub-quadratic power
ParamValuet-stat
ωconst0.0398
4.22***
αARCH0.1778
16.91***
βGARCH0.8143
73.70***
γleverage0.1575
5.96***
δpower0.6221
3.58***

0.957

Persistence

16d

Half-life
μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0398
4.22***
α

ARCH

Response to squared shocks

0.1778
16.91***
β

GARCH

Volatility persistence

0.8143
73.70***
γ

leverage

Additional response to negative shocks

0.1575
5.96***
δ

power

Transformation power

0.6221
3.58***

Persistence:

0.957

Half-life:

16 days