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

V-Lab

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V-Lab

Infineon Technologies AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:44.85% (+10.35%)

Analysis last updated: Wednesday, March 5, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0285	14.05
$β$	0.8658	156.17
$γ$	0.0948	24.00
$λ_{1}$	0.0395	6.77
$λ_{2}$	0.0371	5.53
$λ_{3}$	0.9568	130.23

Estimation Period:
Mar 10, 2000 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts