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 Friday, September 26th, 2025:34.03% (-0.88%)

Analysis last updated: Friday, September 26, 2025 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9707	4.25
$α$	0.0714	7.65
$β$	0.8895	59.33
$γ_{1}$	-0.2099	-3.57
$γ_{2}$	0.3995	4.85
$γ_{3}$	-0.3310	-6.89
$γ_{4}$	0.2024	4.01
$γ_{5}$	-0.0461	-0.89
$γ_{6}$	-0.0324	-0.68
$γ_{7}$	0.0169	0.51

Estimation Period:
Mar 10, 2000 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts