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

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Infineon Technologies AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:32.99% (-1.03%)

Analysis last updated: Friday, December 12, 2025 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0275	13.91
$β$	0.8675	163.10
$γ$	0.0962	24.73
$λ_{1}$	0.0394	7.02
$λ_{2}$	0.0359	5.70
$λ_{3}$	0.9579	138.27

Estimation Period:
Mar 10, 2000 to Dec 5, 2025

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