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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.0296	15.62***
β GARCH Volatility persistence	0.8693	165.02***
γ leverage Additional response to negative shocks	0.0910	23.56***
λ₁ tau intercept Baseline long-term coefficient	0.0429	6.94***
λ₂ forecast adj. Forecast performance sensitivity	0.0408	5.69***
λ₃ tau persistence Long-term factor persistence	0.9530	122.19***

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Infineon Technologies AG MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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