V-Lab: Infineon Technologies AG Zero Slope Spline-GARCH Volatility Analysis

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Infineon Technologies AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:33.37% (+0.64%)

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
$ω$	0.9955	4.48
$α$	0.0717	7.69
$β$	0.8896	59.78
$γ_{1}$	-0.2030	-3.57
$γ_{2}$	0.3893	4.84
$γ_{3}$	-0.3258	-6.86
$γ_{4}$	0.1998	4.00
$γ_{5}$	-0.0449	-0.87
$γ_{6}$	-0.0348	-0.73
$γ_{7}$	0.0200	0.61

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts