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

V-Lab

Infineon Technologies AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:42.11% (-1.09%)

Analysis last updated: Sunday, May 11, 2025 at 03:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9634	4.20
$α$	0.0714	7.61
$β$	0.8897	59.11
$γ_{1}$	-0.2248	-3.69
$γ_{2}$	0.4256	4.98
$γ_{3}$	-0.3469	-6.69
$γ_{4}$	0.2049	3.72
$γ_{5}$	-0.0420	-0.75
$γ_{6}$	-0.0299	-0.59
$γ_{7}$	0.0087	0.25

Estimation Period:
Mar 10, 2000 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts