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, March 5th, 2025:41.04% (+5.70%)

Analysis last updated: Wednesday, March 5, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9397	3.98
$α$	0.0711	7.55
$β$	0.8896	58.65
$γ_{1}$	-0.2376	-3.73
$γ_{2}$	0.4450	5.01
$γ_{3}$	-0.3556	-6.59
$γ_{4}$	0.2043	3.57
$γ_{5}$	-0.0355	-0.62
$γ_{6}$	-0.0367	-0.71
$γ_{7}$	0.0131	0.37

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts