V-Lab: Siemens AG APARCH Volatility Analysis

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V-Lab

Siemens AG APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.18% (+1.00%)

Analysis last updated: Saturday, April 20, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0237	16.56
$α$	0.0588	28.00
$β$	0.9412	493.28
$γ$	0.3942	19.08
$δ$	1.1397	27.06

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts