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Param	Value	t-stat
ωconst	0.0266	3.09***
αARCH	0.1224	9.97***
βGARCH	0.9880	355.41***
γleverage	-0.0541	-5.03***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0266	3.09***
α ARCH Response to squared shocks	0.1224	9.97***
β GARCH Volatility persistence	0.9880	355.41***
γ leverage Additional response to negative shocks	-0.0541	-5.03***

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Infineon Technologies AG EGARCH Volatility Analysis

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News Impact Curve

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