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

V-Lab

Infineon Technologies AG GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:29.24% (-0.34%)

Analysis last updated: Saturday, July 5, 2025 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0857	15.21
$α$	0.0242	15.11
$β$	0.9261	530.42
$γ$	0.0766	16.81

Estimation Period:
Mar 10, 2000 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts