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

V-Lab

Infineon Technologies AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:32.87% (-1.23%)

Analysis last updated: Friday, September 26, 2025 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	35.4005	5.84
$α$	0.0606	66.35
$β$	0.9990	5,400.00
$ν$	6.8406	13.96

Estimation Period:
Mar 10, 2000 to Sep 19, 2025