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 Tuesday, July 15th, 2025:30.86% (+0.24%)

Analysis last updated: Wednesday, July 16, 2025 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9701	4.24
$α$	0.0715	7.64
$β$	0.8898	59.39
$γ_{1}$	-0.2169	-3.63
$γ_{2}$	0.4115	4.91
$γ_{3}$	-0.3378	-6.75
$γ_{4}$	0.2022	3.81
$γ_{5}$	-0.0420	-0.77
$γ_{6}$	-0.0344	-0.69
$γ_{7}$	0.0160	0.46

Estimation Period:
Mar 10, 2000 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts