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

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V-Lab

Infineon Technologies AG Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:33.84% (+2.88%)

Analysis last updated: Saturday, November 8, 2025 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9871	4.41
$α$	0.0716	7.69
$β$	0.8897	59.86
$γ_{1}$	-0.2050	-3.59
$γ_{2}$	0.3925	4.87
$γ_{3}$	-0.3291	-6.99
$γ_{4}$	0.2054	4.15
$γ_{5}$	-0.0523	-0.99
$γ_{6}$	-0.0252	-0.47
$γ_{7}$	0.0002	0.00

Estimation Period:
Mar 10, 2000 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts