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{name} Model Equation

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Param	Value	t-stat
ωconst	0.8789	2.94***
αARCH	0.0695	7.95***
βGARCH	0.8973	66.86***

γ₁	-0.3044	-3.28***
γ₂	0.5394	4.27***
γ₃	-0.3684	-4.83***
γ₄	0.1525	2.12**
γ₅	0.0177	0.29
γ₆	-0.0417	-0.77
γ₇	-0.0014	-0.03
γ₈	0.0013	0.04

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8789	2.94***
α ARCH Response to squared shocks	0.0695	7.95***
β GARCH Volatility persistence	0.8973	66.86***

γ₁	-0.3044	-3.28***
γ₂	0.5394	4.27***
γ₃	-0.3684	-4.83***
γ₄	0.1525	2.12**
γ₅	0.0177	0.29
γ₆	-0.0417	-0.77
γ₇	-0.0014	-0.03
γ₈	0.0013	0.04

V-Lab

Infineon Technologies AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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