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

V-Lab

Infineon Technologies AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:33.08% (-0.78%)

Analysis last updated: Sunday, June 29, 2025 at 04:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0273	13.81
$β$	0.8694	162.47
$γ$	0.0947	24.29
$λ_{1}$	0.0389	7.06
$λ_{2}$	0.0357	5.63
$λ_{3}$	0.9583	137.88

Estimation Period:
Mar 10, 2000 to Jun 27, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts