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

V-Lab

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V-Lab

Infineon Technologies AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:35.22% (+0.04%)

Analysis last updated: Tuesday, November 12, 2024 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0852	15.31
$α$	0.0266	15.77
$β$	0.9249	515.86
$γ$	0.0740	15.90

Estimation Period:
Mar 10, 2000 to Nov 8, 2024

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Volatility Forecasts