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V-Lab

Infineon Technologies AG GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

64.35%

decreased by 0.64%

1 Week

64.42%

decreased by 0.57%

1 Month

64.72%

decreased by 0.27%

Analysis last updated: Tuesday, July 14, 2026 at 06:38 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Infineon Technologies AG GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 10, 2000 to Jul 10, 2026

Model Insight

With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 6.90 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

35.4050
5.87***
α

ARCH

Response to squared shocks

0.0600
66.33***
β

GARCH

Volatility persistence

0.9990
5,429.35***
ν

DF

Student-t tail thickness

6.8967
13.74***

Persistence:

0.999

Half-life:

693 days