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Parameter	Value	t-statistic
ω const Unconditional variance weight	35.5560	5.85***
α ARCH Response to squared shocks	0.0601	66.19***
β GARCH Volatility persistence	0.9990	5,429.35***
ν DF Student-t tail thickness	6.9311	13.62***

V-Lab

Infineon Technologies AG GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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