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

V-Lab

Infineon Technologies AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 22nd, 2025:38.11% (-0.76%)

Analysis last updated: Thursday, May 22, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0843	15.08
$α$	0.0240	15.14
$β$	0.9271	535.88
$γ$	0.0755	16.68

Estimation Period:
Mar 10, 2000 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts