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

V-Lab

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V-Lab

Infineon Technologies AG Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:35.66% (+1.99%)

Analysis last updated: Tuesday, November 12, 2024 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9241	3.74
$α$	0.0717	7.56
$β$	0.8900	59.13
$γ_{1}$	-0.2547	-3.72
$γ_{2}$	0.4735	4.98
$γ_{3}$	-0.3715	-6.34
$γ_{4}$	0.2075	3.35
$γ_{5}$	-0.0329	-0.53
$γ_{6}$	-0.0351	-0.58
$γ_{7}$	0.0005	0.01

Estimation Period:
Mar 10, 2000 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts