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

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V-Lab

Infineon Technologies AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:42.77% (-1.04%)

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
$ω$	1.0047	4.56
$α$	0.0717	7.72
$β$	0.8898	60.20
$γ_{1}$	-0.1963	-3.51
$γ_{2}$	0.3782	4.78
$γ_{3}$	-0.3193	-6.90
$γ_{4}$	0.1985	4.11
$γ_{5}$	-0.0475	-0.95
$γ_{6}$	-0.0315	-0.68
$γ_{7}$	0.0180	0.57

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts