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 Monday, June 2nd, 2025:38.07% (-0.88%)

Analysis last updated: Saturday, May 31, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9667	4.24
$α$	0.0709	7.60
$β$	0.8904	59.45
$γ_{1}$	-0.2211	-3.67
$γ_{2}$	0.4193	4.96
$γ_{3}$	-0.3435	-6.73
$γ_{4}$	0.2048	3.78
$γ_{5}$	-0.0437	-0.79
$γ_{6}$	-0.0290	-0.57
$γ_{7}$	0.0089	0.25

Estimation Period:
Mar 10, 2000 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts