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, April 15th, 2025:56.22% (-0.78%)

Analysis last updated: Wednesday, April 16, 2025 at 02:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9438	3.97
$α$	0.0717	7.63
$β$	0.8895	58.97
$γ_{1}$	-0.2320	-3.66
$γ_{2}$	0.4357	4.94
$γ_{3}$	-0.3511	-6.65
$γ_{4}$	0.2059	3.68
$γ_{5}$	-0.0413	-0.73
$γ_{6}$	-0.0299	-0.58
$γ_{7}$	0.0078	0.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts