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, May 12th, 2025:46.60% (-1.24%)

Analysis last updated: Sunday, May 11, 2025 at 03:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	35.3745	5.85
$α$	0.0605	65.58
$β$	0.9990	5,400.00
$ν$	6.8426	13.94

Estimation Period:
Mar 10, 2000 to May 9, 2025