Skip to main content
V-Lab

Infineon Technologies AG GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

63.08%

decreased by 0.48%

1 Week

62.75%

decreased by 0.81%

1 Month

61.51%

decreased by 2.05%

Analysis last updated: Tuesday, July 14, 2026 at 06:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Infineon Technologies AG GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 10, 2000 to Jul 10, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 254% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0865
15.80***
α

ARCH

Response to squared shocks

0.0288
16.87***
β

GARCH

Volatility persistence

0.9240
526.78***
γ

leverage

Additional response to negative shocks

0.0731
15.88***

Persistence:

0.989

Half-life:

64 days