Infineon Technologies AG APARCH Volatility Analysis
Volatility prediction for Wednesday, October 14th, 2026
1 Day
55.16%
1 Week
55.02%
1 Month
54.48%
Analysis last updated: Wednesday, October 14, 2026 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 10, 2000 to Oct 9, 2026Model 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.
APARCH Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0408 | 4.00*** |
| αARCH | 0.0642 | 8.98*** |
| βGARCH | 0.9358 | 138.87*** |
| γleverage | 0.4370 | 5.67*** |
| δpower | 1.2009 | 6.35*** |
0.989
Persistence64d
Half-lifeAPARCH Model
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| Parameter | Value | t-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
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