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V-Lab

Infineon Technologies AG APARCH Volatility Analysis

Volatility prediction for Wednesday, October 14th, 2026

1 Day

55.16%

increased by 0.04%

1 Week

55.02%

decreased by 0.10%

1 Month

54.48%

decreased by 0.64%

Analysis last updated: Wednesday, October 14, 2026 at 07:51 PM UTC

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Date Range:

from

10/13/2024

to

10/13/2026

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Infineon Technologies AG APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 10, 2000 to Oct 9, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 208% more than equivalent positive returns. The volatility power δ = 1.20 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

Leverage: Negative returns increase volatility 208% more than positive returnsδ = 1.20 · sub-quadratic power
ParamValuet-stat
ωconst0.0408
4.00***
αARCH0.0642
8.98***
βGARCH0.9358
138.87***
γleverage0.4370
5.67***
δpower1.2009
6.35***

0.989

Persistence

64d

Half-life
σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0408
4.00***
α

ARCH

Response to squared shocks

0.0642
8.98***
β

GARCH

Volatility persistence

0.9358
138.87***
γ

leverage

Additional response to negative shocks

0.4370
5.67***
δ

power

Transformation power

1.2009
6.35***

Persistence:

0.989

Half-life:

64 days