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{name} Model Equation

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Param	Value	t-stat
ωconst	35.2026	1.47
αARCH	0.0597	16.64***
βGARCH	0.9990	1,359.18***
νDF	6.9110	3.44***

Parameter	Value	t-statistic
ω const Unconditional variance weight	35.2026	1.47
α ARCH Response to squared shocks	0.0597	16.64***
β GARCH Volatility persistence	0.9990	1,359.18***
ν DF Student-t tail thickness	6.9110	3.44***

V-Lab

Infineon Technologies AG GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Infineon Technologies AG Analyses