V-Lab: Infineon Technologies AG MF2-GARCH Volatility Analysis

V-Lab

Infineon Technologies AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:35.56% (+6.28%)

Analysis last updated: Saturday, August 30, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0273	13.80
$β$	0.8695	164.87
$γ$	0.0952	24.52
$λ_{1}$	0.0391	7.17
$λ_{2}$	0.0354	5.69
$λ_{3}$	0.9584	139.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts