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

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Infineon Technologies AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:37.59% (-1.29%)

Analysis last updated: Sunday, November 30, 2025 at 02:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0275	13.93
$β$	0.8676	163.20
$γ$	0.0962	24.71
$λ_{1}$	0.0394	7.04
$λ_{2}$	0.0358	5.70
$λ_{3}$	0.9580	138.52

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

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