V-Lab: Siemens AG APARCH Volatility Analysis

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V-Lab

Siemens AG APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:23.33% (-0.18%)

Analysis last updated: Tuesday, November 12, 2024 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0241	16.79
$α$	0.0594	28.61
$β$	0.9406	491.95
$γ$	0.3814	18.46
$δ$	1.1152	26.71

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts