V-Lab: Infineon Technologies AG GJR-GARCH Volatility Analysis

V-Lab

Infineon Technologies AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:48.75% (-1.49%)

Analysis last updated: Tuesday, April 29, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0854	15.20
$α$	0.0246	15.26
$β$	0.9262	530.50
$γ$	0.0759	16.62

Estimation Period:
Mar 10, 2000 to Apr 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts