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

V-Lab

Infineon Technologies AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:28.55% (-0.68%)

Analysis last updated: Monday, July 7, 2025 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0858	15.21
$α$	0.0242	15.12
$β$	0.9260	529.75
$γ$	0.0768	16.82

Estimation Period:
Mar 10, 2000 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts