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V-Lab

Infineon Technologies AG GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

61.04%

decreased by 2.46%

1 Week

61.13%

decreased by 2.37%

1 Month

61.46%

decreased by 2.04%

Analysis last updated: Saturday, August 22, 2026 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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 Aug 21, 2026
Boundary Parameters

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 = 6.92 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

35.2758
5.86***
α

ARCH

Response to squared shocks

0.0598
66.26***
β

GARCH

Volatility persistence

0.9990
5,429.35***
ν

DF

Student-t tail thickness

6.9187
13.74***

Persistence:

0.999

Half-life:

693 days