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 Monday, June 2nd, 2025:39.65% (-1.07%)

Analysis last updated: Saturday, May 31, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	35.3195	5.86
$α$	0.0605	65.73
$β$	0.9990	5,429.35
$ν$	6.8148	14.11

Estimation Period:
Mar 10, 2000 to May 30, 2025