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 Monday, April 29th, 2024:40.21% (-1.00%)

Analysis last updated: Saturday, April 27, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9053	3.41
$α$	0.0706	7.47
$β$	0.8935	60.98
$γ_{1}$	-0.2743	-3.57
$γ_{2}$	0.5019	4.73
$γ_{3}$	-0.3761	-5.69
$γ_{4}$	0.1902	2.82
$γ_{5}$	-0.0113	-0.18
$γ_{6}$	-0.0450	-0.83
$γ_{7}$	0.0094	0.26

Estimation Period:
Mar 10, 2000 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts