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 Tuesday, November 12th, 2024:36.19% (+1.96%)

Analysis last updated: Tuesday, November 12, 2024 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9365	3.85
$α$	0.0719	7.58
$β$	0.8899	59.24
$γ_{1}$	-0.2485	-3.70
$γ_{2}$	0.4630	4.95
$γ_{3}$	-0.3634	-6.25
$γ_{4}$	0.2003	3.27
$γ_{5}$	-0.0263	-0.43
$γ_{6}$	-0.0429	-0.80
$γ_{7}$	0.0156	0.44

Estimation Period:
Mar 10, 2000 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts