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 Thursday, June 19th, 2025:34.64% (+0.35%)

Analysis last updated: Thursday, June 19, 2025 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9646	4.21
$α$	0.0710	7.60
$β$	0.8902	59.35
$γ_{1}$	-0.2206	-3.66
$γ_{2}$	0.4180	4.94
$γ_{3}$	-0.3420	-6.74
$γ_{4}$	0.2038	3.78
$γ_{5}$	-0.0430	-0.78
$γ_{6}$	-0.0304	-0.60
$γ_{7}$	0.0105	0.30

Estimation Period:
Mar 10, 2000 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts