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

V-Lab

Infineon Technologies AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:31.49% (-0.80%)

Analysis last updated: Friday, September 26, 2025 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0274	13.82
$β$	0.8691	163.82
$γ$	0.0950	24.47
$λ_{1}$	0.0391	7.10
$λ_{2}$	0.0356	5.68
$λ_{3}$	0.9582	139.14

Estimation Period:
Mar 10, 2000 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts