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, September 1st, 2025:35.21% (+3.22%)

Analysis last updated: Saturday, August 30, 2025 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9866	4.41
$α$	0.0716	7.67
$β$	0.8896	59.58
$γ_{1}$	-0.2085	-3.60
$γ_{2}$	0.3985	4.88
$γ_{3}$	-0.3312	-6.83
$γ_{4}$	0.2012	3.93
$γ_{5}$	-0.0441	-0.84
$γ_{6}$	-0.0337	-0.70
$γ_{7}$	0.0173	0.52

Estimation Period:
Mar 10, 2000 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts