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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	12.9748	3.51***
α ARCH Response to squared shocks	0.0545	33.90***
β GARCH Volatility persistence	0.9895	319.71***
ν DF Student-t tail thickness	3.4568	16.32***

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ams-OSRAM AG GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ams-OSRAM AG Analyses