Infineon Technologies AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
55.63%
decreased by 1.03%
1 Week
54.94%
decreased by 1.72%
1 Month
52.66%
decreased by 4.00%
Analysis last updated: Tuesday, July 14, 2026 at 06:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 10, 2000 to Jul 10, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 20 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0371 | 4.54*** |
α ARCH Response to squared shocks | 0.0714 | 7.95*** |
β GARCH Volatility persistence | 0.8943 | 64.83*** |
Spline Coefficients
K=7
| γ1 | -0.1686 | -3.04*** |
| γ2 | 0.3301 | 4.15*** |
| γ3 | -0.2875 | -6.50*** |
| γ4 | 0.1887 | 4.29*** |
| γ5 | -0.0568 | -1.23 |
| γ6 | -0.0184 | -0.42 |
| γ7 | 0.0105 | 0.34 |
Persistence:
0.966
Half-life:
20 days
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