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 Thursday, April 17th, 2025:56.97% (-2.32%)

Analysis last updated: Thursday, April 17, 2025 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	35.9175	5.84
$α$	0.0610	65.49
$β$	0.9990	5,400.00
$ν$	6.8515	13.89

Estimation Period:
Mar 10, 2000 to Apr 11, 2025