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 Wednesday, June 25th, 2025:34.01% (+1.49%)

Analysis last updated: Wednesday, June 25, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9671	4.23
$α$	0.0712	7.62
$β$	0.8899	59.27
$γ_{1}$	-0.2192	-3.65
$γ_{2}$	0.4157	4.94
$γ_{3}$	-0.3406	-6.75
$γ_{4}$	0.2034	3.80
$γ_{5}$	-0.0427	-0.78
$γ_{6}$	-0.0315	-0.63
$γ_{7}$	0.0121	0.35

Estimation Period:
Mar 10, 2000 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts