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

V-Lab

Infineon Technologies AG GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:33.07% (-0.83%)

Analysis last updated: Friday, September 26, 2025 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0862	15.27
$α$	0.0241	15.07
$β$	0.9260	531.26
$γ$	0.0768	16.86

Estimation Period:
Mar 10, 2000 to Sep 19, 2025

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