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

V-Lab

Infineon Technologies AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:34.77% (+5.05%)

Analysis last updated: Saturday, August 30, 2025 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0864	15.27
$α$	0.0241	15.06
$β$	0.9258	529.62
$γ$	0.0772	16.90

Estimation Period:
Mar 10, 2000 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts