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 Monday, January 6th, 2025:29.87% (-0.09%)

Analysis last updated: Saturday, January 4, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0840	15.26
$α$	0.0262	15.71
$β$	0.9260	521.39
$γ$	0.0727	15.84

Estimation Period:
Mar 10, 2000 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts