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

V-Lab

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V-Lab

Infineon Technologies AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:42.46% (-0.59%)

Analysis last updated: Thursday, November 21, 2024 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9390	3.87
$α$	0.0723	7.60
$β$	0.8894	59.06
$γ_{1}$	-0.2470	-3.70
$γ_{2}$	0.4608	4.95
$γ_{3}$	-0.3628	-6.28
$γ_{4}$	0.2012	3.30
$γ_{5}$	-0.0283	-0.47
$γ_{6}$	-0.0402	-0.76
$γ_{7}$	0.0130	0.37

Estimation Period:
Mar 10, 2000 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts