V-Lab
V-Lab

Siemens AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:28.43% (-0.49%)

Analysis last updated: Thursday, March 28, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Siemens AG S0GARCH
paramt-stat
ω0.94297.27
α0.05676.92
β0.904266.37
γ10.01830.27
γ20.10230.92
γ3-0.1995-2.22
γ4-0.0193-0.24
γ50.28044.81
γ6-0.3602-6.83
γ70.29314.95
γ8-0.1562-2.79
γ90.07511.56
γ10-0.0575-1.80
Estimation Period:
Jan 2, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts