V-Lab: Infineon Technologies AG GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Infineon Technologies AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.50% (+0.94%)

Analysis last updated: Saturday, April 20, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	34.7960	5.65
$α$	0.0612	64.53
$β$	0.9990	5176.17
$ν$	7	12.39

Estimation Period:
Mar 10, 2000 to Apr 19, 2024