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

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Infineon Technologies AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:31.88% (-0.48%)

Analysis last updated: Friday, October 17, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0274	13.84
$β$	0.8680	162.91
$γ$	0.0955	24.56
$λ_{1}$	0.0395	7.01
$λ_{2}$	0.0362	5.67
$λ_{3}$	0.9576	136.43

Estimation Period:
Mar 10, 2000 to Oct 10, 2025

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