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

V-Lab

| |

V-Lab

Infineon Technologies AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:42.06% (+12.14%)

Analysis last updated: Tuesday, January 7, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9306	3.79
$α$	0.0719	7.59
$β$	0.8898	59.15
$γ_{1}$	-0.2446	-3.66
$γ_{2}$	0.4554	4.91
$γ_{3}$	-0.3589	-6.38
$γ_{4}$	0.2011	3.38
$γ_{5}$	-0.0282	-0.47
$γ_{6}$	-0.0458	-0.87
$γ_{7}$	0.0210	0.60

Estimation Period:
Mar 10, 2000 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts