V-Lab: Infineon Technologies AG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Infineon Technologies AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:31.88% (-0.51%)

Analysis last updated: Friday, November 7, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9914	4.42
$α$	0.0720	7.72
$β$	0.8894	59.94
$γ_{1}$	-0.2028	-3.55
$γ_{2}$	0.3881	4.81
$γ_{3}$	-0.3244	-6.89
$γ_{4}$	0.1994	4.04
$γ_{5}$	-0.0449	-0.88
$γ_{6}$	-0.0353	-0.75
$γ_{7}$	0.0208	0.64

Estimation Period:
Mar 10, 2000 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts