Infineon Technologies AG GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
63.08%
decreased by 0.48%
1 Week
62.75%
decreased by 0.81%
1 Month
61.51%
decreased by 2.05%
Analysis last updated: Tuesday, July 14, 2026 at 06:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 10, 2000 to Jul 10, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 254% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0865 | 15.80*** |
α ARCH Response to squared shocks | 0.0288 | 16.87*** |
β GARCH Volatility persistence | 0.9240 | 526.78*** |
γ leverage Additional response to negative shocks | 0.0731 | 15.88*** |
Persistence:
0.989
Half-life:
64 days
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